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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 average daily volume total for over-the-counter fx instruments in the U.S. and U.K. was up by 27% and 26% respectively in April versus October 2012, the last time central banks surveyed the market.
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The European Central Bank’s Foreign Exchange Contact Group has proposed that fx swaps, market making and hedging be exempt from the E.U. financial transaction tax.
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Investors should buy slightly out of the money September payer spreads on the iTraxx Main to hedge cheaply against a moderate widening in the next two months.
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A new master agreement governing domestic over the counter derivatives transactions has been finalized in France.
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—Chris Murphy, global head of rates and credit at UBS in London, on the challenges facing financial market participants as regulation in the derivatives market increases.
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The measurement and management of counterparty risk is in the midst of a revolution. Within recent memory of most counterparty risk managers it all used to be so much simpler. Limits were set on the same basis as traditional lending, and the exposure measured against those limits was quantified using simple add-on factors applied to the notional of each transaction.