© The Financial Times Ltd 2015 FT and 'Financial Times' are trademarks of The Financial Times Ltd.
9 hours ago
...risky. There are no exchanges, so there is always counterparty risk. It is a vast market that trades virtually round the clock...which has banned promotion of other complex and high-risk investments to individuals, feels no particular need...Jonathan Eley
March 24, 2015
...merely track a note written by a counterparty — generally a large bank...issue in the extra layer of risk that comes from holding an underwritten...You are not merely taking the risk that, for example, the oil price...you are also taking the risk that the bank underwriting the...John Authers
March 16, 2015
...trade electronically and manage their risk via central counterparties known as clearing...up” — allows them to assess the counterparty’s credit quality and offer the...banks will be less able to manage market risk in times of stress. Others are more optimistic...Philip Stafford
March 15, 2015
...temporary legal ownership of the security, increasing counterparty risk for the seller should a custodian unexpectedly run...crisis, investors have become more cautious about counterparty risk, even if just for a few hours during the execution...Josh Noble in Hong Kong
March 13, 2015
...discounted at something close to a risk free rate. But if the risk free rate is negative, then...the usual problem with “tail risk” hedges, the bleeding of...transactions “create additional counterparty exposures (among the market...John Dizard
March 9, 2015
...being developed by OpenGamma , a risk management software company...management and exchanges of risk data, said one person familiar...margin, as insurance against a counterparty default. Most standard trades...market participants use different risk pricing models to make their...Philip Stafford in Boca Raton, Florida
March 4, 2015
...business as DB schemes de-risk by trying to capture...some Solvency II related risk on perceived excess capital at...now depend on LGEN’s risk appetite and Solvency...jiggery pokery with the counterparty — Morgan Stanley, was it...Paul Murphy
February 25, 2015
...Contribution pension scheme with a lot of concentrated counterparty risk than a bank.” - Inflation = corruption? Xi = Volcker...possible. - Goldman: “people are people”/ a risk factor. - Morgan Stanley’s Hunger Games-inspired...David Keohane
February 19, 2015
...suffered “no material impact” as a result of the sharp rise in the Swiss franc in terms of its currency exposures, counterparty risk and pensions. Paul Bulcke, chief executive, said: “These are strong results, building on the good growth of...Madison Marriage
February 6, 2015
...stripping out the so-called credit risk associated with issuers. Since many CDS are now traded via a central counterparty, the technique theoretically also strips out counterparty risk associated with the seller of the swap...Tracy Alloway in New York
Sections and special pages from FT.com that closely match your search
Video clips that closely match your search
Terry Duffy, CME, on clearing derivatives and cross-bor...
'Extreme Money' author on risks of regulating OTC deriv...
CME management on the proposed financial regulatory ref...