Central counterparty (CCP)
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
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
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
CLS Bank-style regulatory council could be applied to trade repositories and CCPs to avert market fragmentation, but French regulators are not convinced
The cross-product margining maze
Block around the clock
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.