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Showing results 1-10 of 2,884
    1. FT Alphaville

      April 15, 2015

      European bonds not scarce (yet), says Draghi

      ...in terms of collateral eligibility, pricing, haircut and counterparty eligibility could be different depending on the jurisdiction. Overall...may end up leading to some fundamental mispricing of credit risk, which the ECB might need to right by buying corporate bonds...Izabella Kaminska

    2. FT Alphaville

      April 2, 2015

      The maddening conundrum-redux conundrum

      ...will be less of a systemic risk. The Federal Reserve, through...facility, is also an active counterparty in offering safe assets to...are never entirely beyond risk of a breakage, but it’s hard to believe that the risk isn’t much smaller now than...Cardiff Garcia

    3. March 31, 2015

      Europe urged to safeguard spirit of derivatives regulation

      ...Regulators are trying to balance market competition against potential systemic risk emanating from the risk management houses. The utilities, which act as a counterparty to a trade, are at the forefront of efforts to strengthen global markets...Philip Stafford

    1. March 27, 2015

      Too much excitement for all concerned

      ...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

    2. March 24, 2015

      Pluses and pitfalls in the ETF revolution

      ...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

    3. March 16, 2015

      US swaps market resists futures model

      ...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

    4. March 15, 2015

      Hong Kong exchange to upgrade China Stock Connect trading link

      ...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

    5. March 13, 2015

      Embrace the contradictions of QE and sell all the good stuff

      ...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

    6. March 9, 2015

      Swap dealers making industry model to price derivatives deals

      ...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

    7. FT Alphaville

      March 4, 2015

      Markets Live: Wednesday, 4th March, 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

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