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Caution returns to credit trading following tech sector rout
2 years ago
After a strong Tuesday session, financial markets are taking a more cautious step back on Wednesday amid returning inflation concerns and following a weak session for Chinese tech stocks -
Determinations Committee agrees to rule on first credit event question in 10 months
2 years ago
Credit event triggers are back on the market's list of discussion points for the first time since February, with the Determinations Committee having agreed to rule on an Asian failure to pay question -
Changes in scope for CDS indices and tranches ahead of roll
3 years ago
Structural changes look to be afoot globally for CDS indices and tranches ahead of the September roll, with IHS Markit weighing amendments to products in all three traded regions -
Credit event protocol goes into force with 60 extra sign-ups
4 years ago
The International Swaps & Derivatives Association is going live today with a protocol aimed at stamping out narrowly tailored credit events from the CDS market, having signed up 1,358 entities -
Four days left to join narrowly tailored credit event protocol
4 years ago
Those market participants yet to sign up to the International Swaps & Derivatives Association’s protocol on narrowly tailored credit events have until Friday to do so -
Over 1,200 sign up to CDS protocol
4 years ago
Plans to improve CDS market integrity have received a boost, with the International Swaps & Derivatives Association drawing a stronger than expected response to its protocol aimed at stamping out narrowly tailored credit events (NTCEs). -
CDS traders get second extension on narrowly tailored credit event protocol
4 years ago
The International Swaps & Derivatives Association has extended for a second time the deadline for market participants to adhere to a protocol aimed at stamping out narrowly tailored credit events from the CDS market -
LCH's French unit adds first Japanese clearing member
4 years ago
Mizuho has signed up as the first Japanese clearing member of LCH SA, the French clearing unit of London Stock Exchange-owned LCH Group -
Regulators delay final initial margin deadline and add extra roll-out phase
4 years ago
Regulators have granted a one-year reprieve to smaller counterparties from a requirement to post initial margin on derivative trades, while introducing an additional implementation phase. But while a relief for large numbers of firms struggling to meet the deadline, the concession still ignores calls from industry bodies to deploy a higher final capture threshold -
US dollar three-month is focus point for benchmarks, finds Ice Libor survey
5 years ago
One-, three- and six-month US dollar and sterling are the focus points for Ice Benchmark Administration to seek agreement with banks, according to the results of IBA’s survey on uses of Libor -
Central counterparties need to improve after Nasdaq Clearing member default, says Isda
5 years ago
Derivative central counterparties (CCPs) must look to make a number of improvements to risk practices, the International Swaps and Derivatives Association has said in a paper that follows a clearing member default at Nasdaq Clearing in September -
Market favours retrospective over forward-looking approach to Ibor benchmark fallbacks, says Isda
5 years ago
New benchmark fallbacks for derivatives contracts that reference interbank offered rates are likely to be based on the “compounded setting in arrears rate” and the “historical mean/median approach to the spread adjustment”, the International Swaps and Derivatives Association has said -
Derivatives margin threshold should be €100 billion notional not €8 billion, says Isda
5 years ago
A regulatory threshold that requires counterparties to post initial margin (IM) on derivatives trades if they hold €8 billion notional or more exposure should be raised to €100 billion, the International Swaps and Derivatives Association has argued -
Isda extends deadline for derivatives benchmark consultation
5 years ago
The International Swaps and Derivatives Association has extended the fast-approaching deadline for its consultation on derivatives benchmark fallbacks, to allow more time for responses
14 results found Showing page 1 of 1
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