Barclays has retained its leading market share in client clearing, despite the onset of mandatory clearing in the US and the entrance of new players. It also found time to score a few market firsts
Funds cite inability to post non-cash variation margin as grounds for further relief
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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Current netting statutes only apply to clearing members and not the CCP itself
CFTC rule potentially captures legacy trades novated to CCPs
Competitive pressures will impact CCPs but not with respect to margins
No guarantee of equivalence being granted to Asian clearing houses
Failure to define a "significant or direct" threat to the US economy has brought regulatory overreach
UK bank looks to offer clearing option outside US regulatory requirements
Banks hope for leverage exposure relief after interest rate swap clearer fixes clash with CFTC rules
Asifma head Austen wants exclusion of initial margin from Asian jurisdictions’ derivatives market regulation
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.