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Sunday, 22 October 2017

Christopher Whittall' s stories

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  • Greek notionals fall as CDS questions linger

    Derivatives | 23 July 2011

    Questions over the value of sovereign credit default swap protection have contributed to net notionals on Greece and Portugal tailing off sharply over the past few months, dealers said.

  • CCPs prep for resolution regimes

    Derivatives | 23 July 2011

    Regulators and clearing houses are turning their attention to designing resolution regimes for the unlikely, but potentially disastrous, scenario of a central counterparty failing.

  • Greek Finance Minister Evangelos Venizelos arrives at an institute of International Finance meeting

    Sovereign CDS questions remain

    Derivatives | 29 July 2011

    Traders responsible for managing dealers’ counterparty credit risk from derivatives contracts have expressed concern over the value of sovereign CDS hedges covering some of their largest exposures. 

  • New RONIA products delayed until Q4

    Derivatives | 30 July 2011

    UPDATE: The final quote has been amended by request from Mr Verrillo.

  • Funds take advantage of steep skew

    Derivatives | 30 July 2011

    Widespread buying of deep downside puts from institutional investors in the first half of the year has caused skew – the difference in implied volatility between out-of-the-money put and call options – on equity indices to steepen severely over the past few months. This has marked a change from investors primarily bracing themselves against a fallout from the European sovereign crisis.

  • DERIVATIVES: Restructuring credit event may be reviewed - ISDA

    Ticker | 02 August 2011

    The International Swaps and Derivatives Association has said it will review the definitions of restructuring as a credit event if there is sufficient demand from users of credit default swaps.

  • Logo of the International Swaps and Derivatives Association

    ISDA Determinations Committee under scrutiny

    Top News | 05 August 2011

    Lawyers and dealers have defended the International Swaps and Derivatives Association’s Determinations Committee, the group responsible for calling a credit default swap event, against criticism that it does not have a robust and transparent process in place for determining credit events.

  • Dealers defend ISDA committee's record, as restructuring event put in play

    Ticker | 05 August 2011

    Dealers have dismissed suggestions they use their position on the International Swaps and Derivatives Association Determinations Committee to manipulate credit default swaps credit event decisions in their favour.

  • Eurodollar reversal keeps shorts out of market

    Derivatives | 06 August 2011

    Hedge funds and other investors betting on a sharp downturn in the Eurodollar over the past few months have been wrong-footed by weak fundamentals on both sides of the Atlantic.

  • Dealers defend ISDA committee's record, as restructuring event put in play

    Derivatives | 06 August 2011

    Dealers have dismissed suggestions they use their position on the International Swaps and Derivatives Association Determinations Committee to manipulate credit default swaps credit event decisions in their favour.

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