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ISDA Credit Derivatives Determinations Committee: Dex One Corporation and SuperMedia Bankruptcy Credit Event
The International Swaps and Derivatives Association, Inc. (ISDA) announced yesterday that its Americas Credit…
Average Daily Volume of 9.7 Million Contracts at Eurex Group in March
In March 2013, the international derivatives exchanges of Eurex Group recorded an average daily…
Numerix and JPMorgan Unveil New Quantitative Research for Modeling Stochastic-Local Volatility
The Unspanned Stochastic-Local Volatility Model (USLV) Combines Benefits of Stochastic and Local Volatility Modeling…
CFTC Approves Final Regulations Governing Exemption from Required Clearing for Inter-Affiliate Swaps
The Commodity Futures Trading Commission (CFTC) today issued a final rule to exempt swaps…
CFTC’s Division of Swap Dealer and Intermediary Oversight Issues Time-Limited No-Action Relief to Swap Dealers and Major Swap Participants Regarding Certain Recordkeeping Obligations
The Commodity Futures Trading Commission’s Division of Swap Dealer and Intermediary Oversight (DSIO) issued…
New Approach for Measuring Counterparty Credit Risk Exposures Finalised by the Basel Committee
The Basel Committee has today published a final standard on the treatment of derivatives-related…
Hedge Connection
In 2005 Lisa Vioni launched Hedge Connection Inc., the first interactive, comprehensive, web-based marketing…
Albourne Village
Albourne Village is a free and unique internet-based knowledge economy for the Alternative Investment…
CFTC’s Division of Swap Dealer and Intermediary Oversight Issues No-Action Relief for Certain Futures Commission Merchants Concerning Annual Reports of Chief Compliance Officers
The Commodity Futures Trading Commission’s (CFTC) Division of Swap Dealer and Intermediary Oversight (DSIO)…
Insight Investment Pioneers its own Client Clearing Agreement
CCP clearing will introduce a stack of contracts. Clients of clearing members must review…