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Back to the drachma?
Cameron, Matt - In: Risk : managing risk in the world's financial markets 25 (2012) 3, pp. 14-19
Persistent link: https://www.econbiz.de/10009844818
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Follow the leader?
Cameron, Matt - In: Risk : managing risk in the world's financial markets 24 (2011) 9, pp. 16-24
Persistent link: https://www.econbiz.de/10009329007
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Volcker rule Exceptions to the rule Banks have been thinking hard about the potential impact of the Volcker rule, but many have come to the conclusion they will be able to win exem...
Cameron, Matt - In: Risk : managing risk in the world's financial markets 23 (2010) 11, pp. 30-34
Persistent link: https://www.econbiz.de/10009794275
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Clearing Margin hunters Pension funds will soon be forced to clear trades through central counterparties, but many are worried about the likely size of margin requirements, claimin...
Cameron, Matt - In: Risk : managing risk in the world's financial markets 23 (2010) 11, pp. 37-41
Persistent link: https://www.econbiz.de/10009794277
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Blow your clearing house down
Cameron, Matt - In: Risk : managing risk in the world's financial markets 24 (2011) 10, pp. 16-22
Persistent link: https://www.econbiz.de/10009795838
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Pricing - To charge, or not to charge?
Cameron, Matt - In: Risk : managing risk in the world's financial markets 24 (2011) 10, pp. 62-68
Persistent link: https://www.econbiz.de/10009795849
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Pricing - Behind the curve - Most major derivatives dealers now accept that collateralised trades should be discounted using the overnight indexed swap rate, while a bank's own cos...
Cameron, Matt - In: Risk : managing risk in the world's financial markets 24 (2011) 3, pp. 48-52
Persistent link: https://www.econbiz.de/10008928348
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Valuation - Vexed by valuations - The bankruptcy of Lehman Brothers in September 2008 led to a number of disputes over the valuation of trades with swap counterparties. Lehman Brot...
Cameron, Matt - In: Risk : managing risk in the world's financial markets 24 (2011) 3, pp. 29-34
Persistent link: https://www.econbiz.de/10008928354
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The derivatives catch-all - The Council of the European Union has expanded the scope of new market infrastructure legislation to include exchange-traded derivatives — A move that c...
Cameron, Matt - In: Risk : managing risk in the world's financial markets 24 (2011) 4, pp. 18-26
Persistent link: https://www.econbiz.de/10008996139
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Collateral: Look but don't touch - The Basel Committee has proposed a zero risk weight for collateral posted to a central counterparty, if those assets are bankruptcy-remote. What...
Cameron, Matt - In: Risk : managing risk in the world's financial markets 24 (2011) 5, pp. 18-23
Persistent link: https://www.econbiz.de/10009029321