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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
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Canadian OTC Derivatives Reform
Commodity Pool Operators
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Distributed Ledger Technology and Smart Contracts
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Dodd-Frank Act Rules
End-User Exception
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Mutual Funds and Investment Advisers
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Position Limits
Repurchase Agreements (Repos)
Retail Commodity Transactions
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Security-Based Swaps
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Recent Updates

U.S. and UK Regulators Make Joint Commitment to Combat “Manufactured Credit Events” in CDS Market
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

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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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