SOFR swap basis could pose 'systemic risk'
Trading curbs must be loosened to prevent tripling of unhedgeable basis risk, says senior banker
Source: risk.net
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Dealers predict Swap Connect will boost China's swaps market
Banks expect strong interest from clients wishing to trade instruments onshore via new access scheme
Hong Kong City Of United Kingdom Swap Connect People 039s Bank Of China Pboc Hong Kong Exchanges And Clearing Hkex
Source: risk.net
Fortunes of VAR: dealers decry effect of war on risk models
European banks with large Russian derivatives exposures face risk of backtesting exceptions – and higher capital requirements
Across Europe Basel Committee On Banking Supervision Bcbs Uropean Union Eu Vtb Bank Asel 2 5 Basis Risk
Source: risk.net
China stock slump hits snowball issuers
Sharp selloff in CSI 500 index threatens pain for local issuers of popular structured products
Source: risk.net
Pimco's Brazilian real deal swells its swaps portfolio
Counterparty Radar: Bond investor held an 83% market share of BRL swaps traded with mutual funds at Q3 2021
United Kingdom Newport Beach Headquartered Vanguard Asset Management Basis Risk Brazilian Real Emerging Markets
Source: risk.net
Japan's Libor-linked structured products face basis menace
Lack of readiness for compounded rates could sweep repacks onto synthetic Libor, creating swaps mismatch
Bank Of Japan Boj Inancial Conduct Authority Fca Structured Products Risk Free Rates Rfrs Interest Rate Derivatives Basis Risk
Source: risk.net