Visual Risk launch advanced CVA module to assist corporate treasury with IFRS 13
by Kylene Casanova
Outsourced credit valuations to comply with the new IFRS 13 accounting rules
% Rate Hedging & Risk Management
Background
Most businesses are exposed to interest rate risks from their operating cash flows, their financing and their investments. Businesses with variable interest rate investments face the possibility of…
Read moreEMIR Reporting, Reconciliation & International Regulations progress
by Kylene Casanova
Concern at ESMA’s Level 1 Reconciliatiion Rules and at the EMIR auditors’ evaluations
Bloomberg launches list trading tool for interest rate swaps
by Kylene Casanova
First market solution for participants that wish to perform advanced portfolio valuation prior to execution
Numerix launches new technology for Enterprise Model Risk Management
by Kylene Casanova
New advanced solution, models risk groups on a daily basis against real markets, with greater accuracy levels utilizing thousands of scenarios to provide full ERM
Bloomberg Swap Execution Facility in first year completes nearly 150,000 trades
by Kylene Casanova
Emergence of “packaged” trades allowed participants to better mitigate risk, and new multilateral trading facility (MTF) in Europe in development
Risk management is all about getting control and being able to answer key questions
by Kylene Casanova
AtlasFX cartoon and Visual Risk show how to answer and keep your boss calm (possibly)
The four main corporate treasury drivers
by Kylene Casanova
In optimising the overall cash flow efficiency of the business
SuperDerivatives goes live with its multi-bank multi-asset trade execution platform
by Kylene Casanova
Multi-bank multi-asset trading just became a lot easier
USA’s CFTC begins swaps-data overhaul because don’t understand the market data
by Kylene Casanova
Agency issues request for comment on information reporting from swaps-data repositories
World Economic Forum: ten global risks of highest concern in 2014
by Kylene Casanova
How will: 1-financial crises, 2-unemployment, 3-water crises, & digital disintegration impact you?
‘Cross-Border swaps reprieve is close’, Bloomberg report
by Kylene Casanova
U.S. and EU said to be near agreement on short-term relief from Dodd-Frank for overseas derivatives
New ICE LIBOR rates will be published from Monday 3rd February
by Kylene Casanova
ACT’s assessment of the implications for corporates AND WHAT ALTERNATIVES COMING NEXT
Standard Chartered clears first client OTC trade through LCH.Clearnet
by Kylene Casanova
Asian buy side given access to global liquidity pool
ESMA adds ICE TVEL and CME TR to EMIR approved trade repository list
by Kylene Casanova
There are now six registered Trade Repositories for EMIR reporting
Corporate plans for EMIR reporting compliance
by Kylene Casanova
Still not clear as to exactly what to do about EMIR reporting
Hewlett Packard’s approach to automating treasury risk management
by Kylene Casanova
Investment management as automated as you can get
ESMA has registered four Trade Repositories for EMIR reporting
by Kylene Casanova
All details resolved and ready for EMIR on 12 February 2014? …… unlikely
Axioma launches new risk management platform for multi-asset classes
by Kylene Casanova
Axioma Risk a new patform for risk officers, portfolio managers, asset owners and consultants
SWIFT‘s Affirmations application supports compliance with EMIR
by Kylene Casanova
Affirmations application - compliance with EMIR by making multi-asset electronic clearing
Regulators release final OTC derivatives margin rules & exempt FX swap/forwards
by Kylene Casanova
Framework agreed for reducing systemic risks related to OTC derivatives starts in 2014
EMIR rollout is a mess. Don’t make any final, irrevocable decisions - there is much more to co
by Kylene Casanova
EMIR reporting delay and ESMA may yet decide to use the US standards
LIBOR interest rate controlled by NYSE Euronext starts early 2014, but will it generate confidence
by Kylene Casanova
But why will this generate confidence in LIBOR? It doesn't seem really independent enough
Dodd-Frank is increasing the complexity of managing financial risk and the future of derivatives hed
by Kylene Casanova
"Corporate treasurers have long used derivatives hedging to bring stability and predictability to their financial position. Now the safety net is riddled with holes, thanks to uncertainty about global
Visual Risk partners with Markit to deliver a complete solution for IFRS13
by Kylene Casanova
For organisations performing half-year reporting starting from 30th June, the new IFRS13 Standard will require fair value measurement of assets and liabilities to include Credit and Debit Value Adjustments (CVA / DV