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Over $600 billion in index CDS volume switches to new venue where dealers guarantee liquidity to each other
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 Infrastructure articles
Swap futures have a number of advantages, but OTC instruments will continue to be popular, leading buy-side firms say
Some client trades have not been cleared within 60 seconds
Clearing house has been told its own rules prevent it from shelving buy-side clearing for single-name CDS contracts
Two firms now testing central credit-checking service
The days either side of the first US clearing deadline saw last-minute decisions by clients and regulators, operational niggles and some illegality. The industry expects breaches of the rules to get...
With the end of the agency's marathon Dodd-Frank Act rulemaking in sight, CFTC commissioner Scott O'Malia wants to go back and fix what he sees as mistakes. By Peter Madigan
The arrival of central limit order books in the interest rate swap market has opened the door to algorithmic trading – but only a little. Its future depends on how the over-the-counter market evol...
Firms that trade index and single-name CDSs will see margin requirements increase
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.