Central counterparty (CCP)
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Central counterparty (CCP) articles
Non-deliverable forwards are the current focus for FX CCPs and banks, but panellists argue the risk in those products is negligible
Omnibus structure meant clearing clients of MF Global outside the US were asked to double up on collateral payments. Use of the structure for OTC markets is now in doubt
A decision to limit the scope of Japan's clearing mandate has torpedoed months of partnership talks between LCH.Clearnet and the Japan Securities Clearing Corporation
Further international co-ordination is needed if the G-20 deadline for central clearing of standardised OTC derivatives is to be met, says new SFC chief executive
The bankruptcy of MF Global should prompt the CFTC to reconsider the $50 million cap on minimum capital requirements set by CCPs on clearing members, say bankers
Pushed to the margins
The beauty of diversity
The vast majority of respondents to a Risk.net poll do not believe G-20 members will meet the end-2012 deadline for all standardised OTC derivatives to be cleared through CCPs
Changes to bank capital rules on CCP exposures remove the need for bank clients to enter into contractual agreements to port trades to other clearing members
Revised Basel rules provide little capital incentive for clearing members to clear trades on behalf of clients, bankers argue
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.