Some client trades have not been cleared within 60 seconds
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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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
Lack of clarity on CCP equivalency leaves South African rules in limbo, says National Treasury's Natalie Labuschagne
While the Group of 20 nations want to see progress with financial regulatory reforms, individual authorities around the world are reluctant to relinquish domestic sovereignty over standards for cent...
Stop-gap margin solution would force most firms to post twice as much collateral as CCP members
The success of a trading company's value chain relies heavily on modelling platforms that can perform an array of tasks such as developing forward curves and calculating risk sensitivities effective...
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.