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Tools that enable firms to reduce the number of line items in a portfolio, while keeping the same risk profile, are changing the way market participants trade derivatives. These tools are becoming the new market norm as users look to optimise their balance sheets as increased regulation envelops the derivatives market. Gabriel Suprise was granted an exclusive interview with Lucio Biase, CEO, and Hilary Park, chief strategy officer at LMRKTS, a new firm that offers a novel type of tool in order to minimise counterparty risk. Topics of discussion included what LMRKTS is, how it works and why it is different from other compression offerings in the derivatives marketplace.
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After a brutal year in 2014, in which several senior staff were cut or left the bank, UBS’s European levfin business has a fixer in the shape of Jim Boland. -
The regulatory tide has turned, and banks are no longer trusted to assess their own capital needs. The Basel Committee’s latest proposals on bank disclosure, published on Wednesday, would add detailed information on internal modelling to existing bank reporting.
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UBS this week trumpeted the recent launch of an exchange traded note that provides investors with hedged exposure to the Chicago Board Options Exchange Market Volatility Index (VIX).
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Russian officials are due to present plans for a bad bank to the government on Friday, as part of a range of measures unveiled on Wednesday aimed at combating the sharp economic downturn. But the creation of a bad bank is the most uncertain of all the proposed measures, said Russian bank analysts, and has attracted opposition from high ranking ministers.
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Compression is behind a 3.6% drop in gross notional outstanding of interest rate derivatives between December 2013 and June 2014, according to the International Swaps and Derivatives Association, who said that the growth in services available at central counterparties and other portfolio compression providers combined with regulatory pressure is driving the trend.
