Federal Banking Agencies Propose Updating Calculation of Derivative Contract Exposure Amounts Collin Janus, William Sweet Jr., Mark D. Young Skadden, Arps, Slate, Meagher & Flom LLP + Follow Contact ...

The gross market value of OTC derivatives contracts at year-end 2021 was 21.2% lower compared to year-end 2020 and 1.4% lower versus mid-year 2021. Gross credit exposure – gross market value after ...

In a February 15 letter to the Board of Governors of the Federal Reserve System, Office of the Comptroller of the Currency, and Federal Deposit Insurance Corporation, OCC commented on the notice of ...

The gross market value of OTC derivatives contracts for at the end of 2021 was 21.2% lower compared to year-end 2020, and 1.4% lower versus mid-year 2021. Gross credit exposure (e.g., gross market ...

The Saudi Arabian Monetary Authority (" SAMA ") issued the SAMA Rules on Trade Repository Reporting & Risk Mitigation Requirements for Over-the-Counter (" OTC ") Derivatives Contracts (the " Rules ...

In the OTC market, because contracts are bilateral, no one knows precisely what the total exposure is, where it is concentrated, what the values are of such contracts, and so forth.

In its response, the FOA supports CESR's position on the advantages that exchanges can provide in terms of transparency, centralised supervision and post-trade processing of OTC derivative contracts, ...

Moreover, 94.5% of the derivative contracts that JPM enters into are OTC versus 92% for GS, and 12.65% of the gross revenues of JPM during Q3 2015 were from derivatives trading, surprisingly close ...

The Reserve Bank on Wednesday issued draft guidelines for novation of OTC derivative contracts with a view to rationalising the related regulatory requirements.

PFIX uses OTC interest rate options to deliver an exposure that is functionally similar to owning a position in long-dated put options on 20-year US Treasury bonds.