Central counterparty (ccp)
Interest rate swap clearing volumes at CME leapt 2,172% between August and September, and dealers say one firm is responsible for the surge
Dealers say CCPs need to be more transparent about how they calculate margin – including making their models fully accessible
CCP interoperability will not resolve fragmentation in the OTC markets, say panellists at Isda Europe conference in London
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Central counterparty (ccp) articles
Jonathan Faull dismisses suggestions CRD IV will lead to uneven application of Basel III
Despite a CFTC proposal that attacks an industry clearing document, the core of the text can survive, says lawyer at Isda's New York conference
Dodd-Frank and Sefs set to encourage growth in algorithmic execution of OTC derivatives, say dealers
Trust, but verify
Grey skies over give-ups
Quants' golden age
New CSA, new challenge
The CME blames FCMs for the delay in offering its clearing service of non-deliverable forwards in USD/Chilean peso
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.