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The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
The derivatives market gathered in London on Thursday night to celebrate its leading players
Internal restrictions mean SSAs issue fewer CMS-linked notes
JP Morgan and Dutch pension fund PGGM transacted derivatives margin trade
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The European Commission has finally confirmed that it will grant temporary equivalence to UK central counterparty clearing houses (CCPs) and central securities depositories (CSDs) in the event of a no deal Brexit. -
A niche corner of the interbank lending market between Western and emerging market financial institutions has been thriving behind the scenes of volatility in public EM markets, as its activity spreads across regions and innovation in its financing products flourishes, writes Ross Lancaster.
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Risk premia strategies — a growing form of quantitative passive investing — performed poorly in 2018, with many flagship funds and strategies under investor scrutiny. Experts in the space have been soul searching and are looking for a reprieve in 2019. Costas Mourselas reports.
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European Union member states are set to soothe banks’ concerns about having too tight a window to change their risk-free euro reference rate from Eonia, with a postponement of the transition to Ester due on Wednesday.
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The Bank for International Settlements has publish a research paper exploring the risks that spring from the close linkage between banks and clearing houses (CCPs) through OTC derivatives.
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Following its debut £750m Sonia-linked covered bond issue in September, Lloyds has printed the first securitization linked to Sterling Overnight Index Average (Sonia) – Elland RMBS. The deal more than doubles the outstanding issuance in the format.
