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◆ Second phase could be novation of ESM's €74bn existing portfolio ◆ Dealers eye Eurex-LCH CCP basis ◆ Eurex reports 'significant onboarding' from investors ahead of Emir deadline
The winning organisations will be announced at events in both London and New York in September
Supranational takes one more step closer to liquidity of government bond trading
By neglecting its own reporting rules, Fed risks weakening global banking system
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US market participants’ can now use their preferred method of calculating counterparty credit risk (CCR) for derivatives, after US regulators brought the adoption of SA-CCR forward. -
Financial market trade associations are pushing regulators to give relief on incoming regulatory requirements on initial margin, pleading that the coronavirus is causing too much disruption to their members’ business lines.
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Another derivatives strategy has fallen foul of volatile trading conditions, as ABN Amro on Thursday declared a $200m net loss as a result of the blow-out of a client’s positions.
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After discussions with the Bank of England and the Sterling Risk-Free Reference Rates Working Group over the impact of Covid-19 on companies’ plans to transition from Libor, the UK’s Financial Conduct Authority said on Wednesday that the final deadline of the end of 2021 was immutable.
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Proprietary trading firms, dealing with swollen options supply, are pleading for regulators to hurry along changes to counterparty credit risk calculations (SACCR) that in their present form are threatening their ability to make markets.
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A group of 23 banks and 12 securities houses completed 154 renminbi interest rate option (IRO) transactions worth Rmb12.8bn ($1.81bn) on Monday. The new derivatives product is viewed as a solid step for China’s interest rate reform.
