Central counterparty (CCP)
Central counterparties are about to take centre stage in the revamped over-the-counter derivatives markets – a development that has given rise to a set of global principles for their management an...
A third of the figure was cleared in the last month alone - and volumes are expected to increase rapidly as clearing deadlines approach
Plan to combine four clearing houses into one will result in margin efficiencies of 30-40%, the exchange estimates
More Central counterparty (CCP) articles
Posted collateral cannot be used to offset liabilities when calculating farm credit banks' leverage ratio
The effects of high-frequency trading activity should continue to be monitored, but the practice adds value to the forex market, argues a senior Bank of England official
Derivatives Valuation Services Provider of the Year: JP Morgan
Middleware firms set to compete in creation of credit-checking hub - but critics say rival utilities would undermine the service
Push, ping or hub
Regulators are unlikely to insist local currency trades be cleared domestically, says CFTC chair
Central counterparties have been invited to join the Isda credit determinations committees – but they will not have a vote
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.