Central counterparty (CCP)
Lawyers fear scramble to close out trades
Banks call for audit trails and beefed-up role for risk committees
More Central counterparty (CCP) articles
This paper argues that the current international policy measures with respect to central counterparties (CCPs) only partly address the systemic risk posed by CCPs.
This paper evaluates the Korean repo market in the light of the global financial crisis.
"Why wouldn't you put up... all of your capital?" asks Olsen
Singapore Exchange puts up 25% of default fund capital; European and US CCPs contribute 2.6%
Concern that historical price series volatility will not reflect jump-to-default risk
Dealers are encouraging asset managers to trade CME-LCH swaps
“Embarrassing … ridiculous”: unnamed regulator lets fly at leverage rules
Decision had been expected in July; dealers sceptical new timeline will hold
Fee hikes are being used to drive out clients that hog capital
Risk Derivatives Clearing: in-the-money end-users may have losses on other positions
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.