The GFMA's global forex division is understood to be close to completion of its analysis of five years of options trading data - a project that is intended to lead to a solution for options clearing
The deadline set by the G-20 to clear all standardised OTC derivatives has passed but a lack of regulatory clarity over the shape of reform is hampering banks in the region
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.
More Infrastructure articles
Banks and pension plans are waiting for the US Department of Labor to clarify whether initial margin counts as plan assets
LCH.Clearnet makes inroads into the domestic Australian market with its SwapClear service
One size fits none
The third way
CCP is not collecting enough collateral, member firms say. New model is being reviewed by FSA
Asset managers in Asia are being hindered in preparing for OTC clearing by a lack of clarity over location
Sefs could lose out if OTC trading volumes move into listed products, says CFTC commissioner - but he is "comfortable" with decision to approve the CME's new swap future contract
New rules would see OTC markets over-margined, while futures may be under-margined - and there could be systemic implications
Speaking at the Asia Risk Congress, CIMB head of rates, funding and structuring Chu Kok Wei sets out his concerns over the move to central clearing in the region
Buy-side firms argue new regulations will create a collateral squeeze – despite claims by a Bank of England official that the fears are overplayed
CCPs should be required to make details of their models public, says the Bank of England’s payments and infrastructure division head
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.