Central counterparty (CCP)
Margin efficiency: The new battleground
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
Clearing houses are the bit-part actors that find themselves thrust into a leading role – a result of the Group of 20 (G-20) nations pledge to overhaul over-the-counter derivatives markets and untangle...
Basel Committee addresses long-standing complaints over default fund exposures and client clearing
New levels of complexity and ongoing regulatory framework discussions mean full compliance with Iosco’s new principles is unlikely before the January 1, 2013 deadline
Principle character: William Dudley interview
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.