Central counterparty (CCP)
Singapore broker sees opportunity in banking's changing competitive landscape
Affiliate and client positions not commingled, they argue
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.
More Central counterparty (CCP) articles
Banks, clearing houses and regulators all divided on question of standardised tests
German firm aiming to support regional clearing market with one central offering
Concerns heard as repo industry considers voluntary adoption of clearing
EU banks will be required to clear Nkr swaps – Norwegian banks currently are not
Pimco: price gap is now “material”; Eaton Vance says lowest cost is key factor
Volumes jump following revamp of Sydney bourse's clearing incentive scheme
ABSTRACT Central counterparties (CCPs) performed extremely well during the recent financial crisis. Clearing through CCPs has since been promoted by legislators around theworld as a way to mitigate risk...
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.