Derivatives
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Questions Remain on Scope of MiFID Extraterritoriality
By Samuel Wilkes
June 13, 2018, Risk
Global banking groups are still grappling with uncertainties surrounding the application of new European Union financial market rules on operations located outside the …
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Corporate Clash: Swap Spreads Halve as Dealers Battle for Market Share
By Nazneen Sherif
June 13, 2018, Risk
One afternoon in early April, the treasurer of a large corporate was in a meeting with its hedge adviser. The corporate needed to …
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Can the Credit Default Swap Market Be Fixed?
By Mary Childs
June 8, 2018, Barron’s
Two hedge funds made a mess in a corner of the credit market. So guess who’s the cleanup crew? More hedge funds.
Firms …
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Industry Split Over Running of New Derivatives IDs
By Luke Clancy
June 12, 2018, Risk
The International Swaps and Derivatives Association is facing a pushback against its plan to become the brains trust behind a global scheme that …
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MiFID II’s Reference Data Problems Drag On
By Jamie Hyman
June 11, 2018, Waters Technology
In the months leading up to the compliance deadline for the revised Markets in Financial Instruments Directive (MiFID II) at the start …
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Eonia Death Will Hit Valuations and OIS Market – Expert
By Lukas Becker
June 11, 2018, Risk
The end of Europe’s overnight rate, Eonia, will cause widespread disruption to the interest rate swap market and undermine derivatives valuation efforts, according …
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NDF Nightmare: Banks Seek Fix for Benchmark ‘Mess’
By Chris Davis
June 10, 2018, Risk
In less than 18 months, European users of non-deliverable forwards (NDFs) face a big problem – three fixings in popular Asian currencies could …
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Germany’s Olaf Scholz Suggests Euro Clearing Be Moved to Frankfurt
By Olaf Storbeck and Philip Stafford
June 8, 2018, Financial Times
Olaf Scholz, Germany’s finance minister, has called for London’s euro clearing business to be relocated after Brexit. He suggested …
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CDS Market Structure Transformed – BIS
By Louie Woodall
June 6, 2018, Risk Quantum
Inter-dealer credit default swap (CDS) trades have collapsed over the last nine years, coinciding with the rise of central counterparties (CCPs) which …
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ISDA Launches First Digital Version of CDM
By Josephine Gallagher
June 5, 2018, Waters Technology
The International Swaps and Derivatives Association (ISDA) has launched its first digital-based version of the Common Domain Model (CDM), a framework that …
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