Central counterparty (CCP)
Trouble in the eurozone is increasing collateral in over-the-counter derivatives market, according to Isda
New regulations will help reduce systemic risk, but changes need to be made to certain parts of the rules, Isda chairman says
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Central counterparty (CCP) articles
Tentative on G-20 timelines
Despite hard-won exemptions, corporates should consider the pros and cons of clearing, according to panellists at an ACT event - but treasurers remain unconvinced
Corporate treasurers complain about the unintended consequences of the proposed financial transaction tax, as well as clearing rules for OTC derivatives
A stay of execution
A hammer to crack a nut, or a chance for everybody to win? Buy-side panellists disagree on the merits of central clearing
Eligible collateral for CCP margin needs to be reviewed – and regulators also need to ensure the clearing exemption for some end-users is not negated by Basel capital rules, say buy-side firms
Market risk hedges should be recognised when calculating CVA capital charge, says HSBC market risk modelling head
Regulators are looking at how financial markets could be proofed against the collapse of a CCP – but there are more questions than answers at the moment, says the EC’s Patrick Pearson
Dealers are concerned that intra-day margin call guidelines, which they claim could drain up to $500 billion from financial markets, could make it into final CPSS/Iosco principles
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.