As soon as the first US clearing mandate was out of the way on March 11 – a little more messily than market participants would have liked, but with no major snarl-ups – attention turned to the second...
Ratio could be a 'game-changer', dealers warn, as Basel Committee proposes counting received collateral as well as derivatives exposures
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Duncan Wood articles
Fight over margin requirements for uncleared trades is not over, banks vow, but Isda will develop a standard model for use under the rules
Agency desks warn they could be driven out of the market as a result of business conduct rules
Clearing volumes dip as hundreds of new firms are caught by US clearing rules, but activity rebounded on June 11
Hundreds more firms will be required to start clearing in the US today, and FCMs are warning there could be an increase in rejected trades as a result
Citadel and Fortress have found some foreign banks unwilling to accept Dodd-Frank reporting rules, conference hears
Early adopters of over-the-counter derivatives clearing tended to be the big beasts of the buy-side universe, but smaller firms – such as France’s OFI Asset Management – are coming on board as...
Pension funds tend not to have a lot of cash lying around, making it difficult for them to meet clearing house margin calls. Specialist asset manager Insight Investment is pressing for a solution. B...
In the US, segregation of client assets is a simple matter – only one approach is allowed for over-the-counter trades. But in Europe, where there are more clearing houses, and no prescribed approa...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.