Overnight index swaps
Lois: credit and liquidity
Lois: credit and liquidity
Collateral convexity complexity
Collateral convexity complexity
Gensler: OIS rate could be replacement for Libor
New benchmark must be based on "facts, not fiction", says CFTC chairman
OIS discounting dilemma for the buy-side
Discounting dilemma
A year of market movement and trading opportunities
Sponsored forum: US inflation derivatives
The basis goes stochastic
The basis goes stochastic
Libor 2.0: The runners and riders
Libor 2.0: the runners and riders
Traders close ranks against FVA critics
Traders v. theorists
Risk 25: The FVA debate
The FVA debate
BlackRock tries to renegotiate 'dirty CSAs'
Asset manager seeking to remove collateral optionality - and pricing divergence - from thousands of CSAs
Dealers call for revised language on break clause close-outs
Current methodology to calculate a close-out value following the exercise of a break clause results in inaccuracies, claim dealers
Structured Products Technology Rankings 2012
Shuffling the pack
CMS: covering all bases
CMS: covering all bases
Risk management technology product of the year: Quantifi
Risk awards 2012
Standard CSA: the dollar dominance dispute
The dollar dominance dispute
Risk.net: Top 15 stories of 2011
Derivatives pricing, collateral and Basel 2.5 and Basel III are the most read stories of 2011
The dollar dominance dispute
Disputes over the valuation of collateralised derivatives trades have pushed the industry to develop a new standard credit support annex. A solution has been proposed – but some Asian banks have raised concerns about the dominant role given to the US…
Standard CSA: Industry's solution to novation bottleneck gets nearer
New CSA, new challenge
SwapClear may assist OIS development
SwapClear may assist OIS development
Standard CSA: Industry's solution to novation bottleneck gets nearer
New CSA, new challenge
The push to a new CSA standard
Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – in other words, those that allow counterparties to post collateral in multiple currencies and assets – has pushed the industry to develop a new…
Pricing, Basel, Paulson & Co: the top stories of 2011 so far
A review of the top Risk.net stories during the first half of 2011