Differences in national regulations need to be ironed out, says Patrick Pearson
CME Group has no plans to alter haircuts on US Treasury bills, despite some concern that politicians will fail to avert a US default on October 17
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Matt Cameron articles
How long will a client hold a 10-year swap? It could be 10 years – or it could be 10 days – and the answer has big implications for dealer funding requirements. Some are now in the early stages of looking at the expected lifespan of client positions....
Global head of market risk at RBS says he is "way outside" his risk appetite
Regulators suggest WGMR haircut will not apply to variation margin, reducing the threat to the viability of the standard CSA
New proposed rules on CCP default fund capital and the leverage ratio will together make acting as a clearing member uneconomical, says industry panel
Final WGMR rules allow collateral on uncleared derivatives to be rehypothecated under strict conditions, but lawyers say they are unclear on how the rules will work in practice
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future