Derivatives
Some stories require a subscription to access the full source article.
BIS sees further challenges to keeping dollar funding flowing
By Saikat Chatterjee
April 1, 2020, Reuters
Recent actions by the U.S. Federal Reserve have made it easier and cheaper to obtain dollars via derivatives markets but other problems must …
Read More →
Focus grows on clearing houses amid market turmoil
By Chris Whittall
March 28, 2020, IFR
Regulators forced trillions of dollars worth of derivatives through central clearing after the global financial crisis of 2008 to help avoid repeats of …
Read More →
Repo rules caught in COVID’s concertina effect
By Samuel Wilkes
Aril 1, 2020, Risk
Even the best-laid plans can be derailed by unexpected events.
In the case of Europe’s new reporting regime for securities lending and repo …
Read More →
EMIR reporting: new guidelines are good but need wider takeup
By Alice Tchernookova
March 26, 2020, Practice Insight from IFLR
Seven industry bodies have joined forces to publish enhanced guidelines on reporting obligations under the European market infrastructure regulation (EMIR). …
Read More →
Virus turmoil threatens swaps discounting switch
By Natasha Rega-Jones
March 30, 2020, Risk
Derivatives users are warning that the deadlines for shifting interest rate swaps to new discount rates may need to be pushed back amid …
Read More →
Banks Said to Offer $1.3 Billion of Loans to Unwind Swaps
By Lisa Lee and Sally Bakewell
March 25, 2020, Bloomberg
Citigroup Inc. and Truist Financial Corp. are among banks that have been selling off hundreds of millions of leveraged loans …
Read More →
Volatility Ain’t What It Used to Be
By Heath Tarbert
March 23, 2020, The Wall Street Journal
Derivatives markets have never been this volatile. Over the past week, a leading high-yield credit default swap index that is …
Read More →
Exchange shutdowns could trigger derivatives unwinds
By Helen Bartholomew
March 19, 2020, Risk
The bulk of the over-the-counter equity derivatives market could terminate en masse, while other contracts could be forced to settle on ‘subjective’ valuations, …
Read More →
Reporting on LEI Progress – March 2020
By Allan D. Grody, Financial InterGroup
Originally published on the Financial InterGroup site
Below is a research note from Allan D. Grody of Financial InterGroup on the continued adoption of …
Read More →
Rising Unemployment and Imminent Corporate Defaults Will Hurt Banks’ Profitability and Capital
By Mayra Rodriguez Valladares, MRV Associates
Originally published in Forbes
Today’s unemployment insurance (UI) data and the junk bond market sell-off are very negative macroeconomic and market signals that will …
Read More →