Central counterparty (ccp)
Dealers push for a more risk-sensitive model, but regulators may opt to incorporate a new non-internal modelled approach into the existing hypothetical capital method
Supervisors should ask dealers to prove they are favouring standardised products, says Fed official
Standard-setter decides trades can still qualify for hedge accounting when voluntarily novated to a CCP, but experts warn wider stance on novation could cause trouble
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Central counterparty (ccp) articles
Policy-makers say they will not bail out a stricken clearing house, which means the industry needs explicit recovery and resolution plans. It also means member firms will get a better picture of exactly how much risk they face. Michael Watt reports
Early adopters of over-the-counter derivatives clearing tended to be the big beasts of the buy-side universe, but smaller firms – such as France’s OFI Asset Management – are coming on board as well. By Tom Osborn
New regulatory standards require central counterparties (CCPs) to have robust processes in place to mitigate counterparty credit risk exposures. Risk management models must optimally determine the relative mix of initial margin and default fund contributions...
The impact on the real economy and on SMEs of regulatory reforms such as Basel III and OTC derivatives rules, says Somboon Chitphentom of the Bank of Thailand
In the US, segregation of client assets is a simple matter – only one approach is allowed for over-the-counter trades. But in Europe, where there are more clearing houses, and no prescribed approach, things are messier. And it could be dealers, not...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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