Initial margin requirements could increase liquidity strain on firms in smaller markets
Planned one-basis-point charge will be levied multiple times in cleared trades – and could “kill the market”
The large number of trade repositories planned globally will reduce the quality of data, panellists warn
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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High-frequency traders have been viewed with suspicion for some time. Now critics claim exchanges are conspiring with the traders to develop tools that benefit them and disadvantage ordinary investo...
Many derivatives users in Asia expect to clear through local CCPs, creating the potential for liquidity fragmentation and higher costs
Europe and the US are at loggerheads over the territorial scope of new derivatives rules – as evidenced by a new financial stability review from the Banque de France – but agreement can be reach...
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Over $600 billion in index CDS volume switches to new venue where dealers guarantee liquidity to each other
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...
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.