derivatives

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Libor deadline approaches as jurisdictions ponder alternatives

The end of the London interbank offered rate (Libor)is in sight as various working groups in different industry sectors and geographic regions develop protocols to transition to new benchmark rates.

UK and US work together to ensure smooth derivatives markets after Brexit

UK and US authorities are taking measures to ensure the UK’s withdrawal from the EU, no matter what form it takes, will not create regulatory uncertainty for derivatives market activity between the UK and US.

Esma values EU derivative market at €660tn

European Securities and Markets Authority (Esma) has valued the EU’s derivatives markets at €660tn at the end of December 2017 in its first annual statistical report.

Phase out of Libor has little or no effect on structured finance transactions tied to benchmark

With Libor and other inter-bank offered rate (IBOR) benchmarks expected to end in 2021, transactions tied to them may not be impacted, according to a report by S&P Global Ratings.

Hedge fund use of leverage does not increase risk or volatility

Adding leverage to an alternative investment fund does not necessarily increase the risk, according to a study by the Alternative Investment Management Association (Aima) and CAIA Association.

MFA and Aima join forces to criticise proposed SEC rule on derivatives use by hedge funds

The Managed Funds Association (MFA) and Alternative Investment Management Association (Aima) have raised concerns over a notionally based leverage limit in registered funds, including hedge funds.

Complicated hedge fund strategies made easy with guides

Winton and Eaton Vance have teamed with the Pensions and Lifetime Savings Association to launch “Made Simple” guides for pension investors.

Collateral management becomes issue for buy-side as regulatory impact bites

Buy-side companies are being forced to rethink their strategies due to regulations that have increased the value of collateral in trading and risk management, according to a report.