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Sunday, 17 December 2017

David Wigan' s stories

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  • LCH.Clearnet logo

    LCH’s resolution plan gets lukewarm response

    People & Markets | 09 September 2016

    Derivative market participants and clearinghouses have offered a lukewarm response to an LCH proposal for a mutualised industry fund that can be used to bail out a clearinghouse that faces bankruptcy.

  • Libor spike puts Fed in a bind

    People & Markets | 09 September 2016

    A spike in US Libor rates fuelled by money market reforms has lifted borrowing costs and may be set to undermine the Federal Reserve’s moves to stockpile monetary ammunition for the next economic downturn.

  • ESAs condemn EC plan to ease pension swap margins

    Derivatives | 09 September 2016

    European Supervisory Authorities have condemned a European Commission plan aimed at making it easier for pension funds to post margin on uncleared swap transactions.

  • Traffic flows in front of the Bank for International Settlements (BIS) in Basel

    CCP recovery plans don’t work, says BIS

    People & Markets | 19 August 2016

    Many of the world’s biggest clearing houses have failed to implement regulators’ requirements for risk management and clearing member defaults, while some have no plans at all, according to a Bank for International Settlements report.

  • Bats deal highlights exchange derivative plays

    People & Markets | 19 August 2016

    Bats Global Markets’ recent purchase of swap execution facility Javelin Capital Markets is the latest sign of derivative market ambition among exchange operators, but the deal is unlikely to herald a wave of consolidation any-time soon.

  • Negative rates create swaption conundrum

    People & Markets | 19 August 2016

    Negative interest rates in Europe and Japan are undermining pricing models for options on interest rates swaps, but competing efforts to resolve the issue have so far failed to convince.

  • Deutsche Bank charged by CFTC on swap reporting

    People & Markets | 19 August 2016

    The CFTC has charged Deutsche Bank with numerous swap-reporting failures, after a series of system outages meant the bank failed to meet its responsibilities under the Dodd-Frank Act.

  • Negative rates pose swaption pricing conundrum

    Ticker | 17 August 2016

    Negative interest rates in Europe and Japan are undermining pricing models for options in the interest rates swaps market, and despite efforts to resolve the issue none of the proposed solutions have been universally acclaimed.

  • CCP recovery plans don’t work, says BIS

    Ticker | 16 August 2016

    Many of the world’s biggest clearing houses have failed to implement regulators’ requirements for risk management and clearing member defaults, while some have no plans at all, according to a Bank for International Settlements report.

  • BoE QE failure ignites inflation target talk

    People & Markets | 12 August 2016

    The Bank of England’s failure to buy enough Gilts for its quantitative easing programme last week, alongside near-zero interest rates, has fuelled speculation that the next step in accelerating monetary policy may be a radical move to raise the bank’s inflation target.