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Monday, 11 December 2017

David Wigan' s stories

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  • US money funds make moves into repo

    People & Markets | 30 September 2016

    US money funds are taking first steps into repo markets in a bid to grab a slice of business that has become unviable for many banks due to rising regulatory capital costs.

  • Banks hoard collateral ahead of margin rules

    People & Markets | 30 September 2016

    European banks are hoarding stores of high quality collateral ahead of new rules that require margin to be paid on uncleared derivatives trades, pushing government yields lower and swap spreads to record wide levels.

  • Currency signs

    Widening cross-currency basis threatens US bond returns

    Top News | 23 September 2016

    US bond yields could rise in coming weeks, amid signs that currency hedging costs near five-year highs may be undermining overseas demand for US fixed income securities.

  • CurveGlobal plans fee blitz land grab

    People & Markets | 23 September 2016

    CurveGlobal, London’s newest derivatives platform, will offer cut-price fees for trading and clearing of interest futures when it launches on Monday, in a move it hopes will help break the stranglehold of Eurex and Ice Futures Europe (ICE).

  • ICE Clear Europe secures EMIR greeen light

    People & Markets | 23 September 2016

    ICE Clear Europe was been recognised by the Bank of England in the past week as being authorised under the European Markets Infrastructure Regulation, bringing to an end a long-running dispute over the competitive impact of different rules in the US and Europe.

  • ICE Clear Europe logo

    ICE Clear Europe gets EMIR green light

    Ticker | 21 September 2016

    ICE Clear Europe has been recognised this week by the Bank of England as being authorised under the European Markets Infrastructure Regulation, bringing to end a long-running dispute over the competitive impact of different rules in the US and Europe.

  • Euro bills

    ECB buying drives record CDS demand

    Top News | 16 September 2016

    Buyside demand for index credit derivatives reached a record high in recent trading, with investors scrambling for synthetic exposure to offset the impact of ECB bond buying.

  • Securities and Exchange Commission logo

    CCP recovery plans ‘blocked’ by SEC

    People & Markets | 16 September 2016

    Clearinghouses regulated by the US Securities and Exchange Commission are being “blocked” from implementing recovery and resolution plans, as they wait for the implementation of rules first published more than two years ago. 

  • New CVA model sparks debate

    People & Markets | 16 September 2016

    A new model to calculate wrong-way risk on counterparty credit exposures has sparked a derivative industry debate about the best approach to measuring potential losses, and the most efficient hedging techniques to offset the impact.

  • Logo of the International Swaps and Derivatives Association

    CDS liquidity drops on new margin rules

    Top News | 09 September 2016

    Liquidity in the uncleared credit default swap market fell sharply in recent days, as banks struggled to implement new rules requiring initial margin payments on derivative transactions.