Central counterparty (ccp)
Banks tout alternative to calculate CCP default fund capital charge
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
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More Central counterparty (ccp) articles
The end of the waterfall: Industry faces up to CCP recovery and resolution...
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
OFI Asset Management: Cutting the costs of clearing
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
US-European divergence over default funds
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...
Thai SMEs at risk from Basel III CVA charge – Bank of Thailand profile...
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
Editorial: Clearing the way
Banks have focused their attention on central clearing – but trade reporting could prove even more problematic
China onshore OTC clearing postponed until 2014
OTC clearing onshore in China will be delayed until at least the end of 2013 or early 2014 according to an official at Shanghai Clearing House
Too much choice: The problems with Europe's plethora of segregation...
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...
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