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Derivatives & Repo Report

A Buy-Side Guide to Regulatory and Transactional Issues Related To Derivatives and Repurchase Agreements

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About This Blog

The Derivatives and Repo Report offers insights into regulatory and transactional issues related to derivatives and repurchase agreements. Our goal is to provide meaningful and timely information to buy-side market participants, including: mutual funds, hedge funds, exchange-traded funds (ETFs) and their investment advisers; corporate end users; nonswap dealer banks; and other end users of derivatives and repurchase agreements.

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Accountability Limits and Hedge Exemptions
Bitcoin
Blockchain and Digital Currencies
Canadian OTC Derivatives Reform
Commodity Pool Operators
Commodity Trading Advisors
Distributed Ledger Technology and Smart Contracts
Documentation and Transactions
Dodd-Frank Act Rules
End-User Exception
Margin Requirements
Mutual Funds and Investment Advisers
Policy and Research
Position Limits
Repurchase Agreements (Repos)
Retail Commodity Transactions
Securities Lending
Security-Based Swaps
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Recent Updates

OCIE Issues Risk Alert on Data and Cloud Storage Practices
CFTC Begins Implementing Swap Data Roadmap; Proposes Additional Reporting Requirements
In Anticipation of LIBOR Transition, IASB Proposes Amendments To Hedge Accounting Standards
ISDA Survey Highlights Growth in Initial Margin Collection In 2018 As Final Phases Draw Near
ISDA Publishes Guidelines for Smart Derivatives Contracts

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About This Blog

The Derivatives and Repo Report offers insights into regulatory and transactional issues related to derivatives and repurchase agreements. Our goal is to provide meaningful and timely information to buy-side market participants, including: mutual funds, hedge funds, exchange-traded funds (ETFs) and their investment advisers; corporate end users; nonswap dealer banks; and other end users of derivatives and repurchase agreements.

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