The Group of Thirty (G-30) report, Derivatives: Practices and Principles, has had a long-lasting impact on the derivatives market. The study, published in July 1993, has not only provided the industry with a benchmark for responsible risk management, but also demystified derivatives for those outside the business. Some even claim the report was crucial in staving off draconian regulation in the wake of the 1994 derivatives mis-selling scandals.
The G-30 was founded in 1978 as a private body,
The week on Risk.net, October 6-12, 2017Receive this by email
- Quantile, TriOptima face off in cleared swaps compression battle
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data