Central counterparty (ccp)
Respondents to a Risk.net poll support the UK Treasury’s decision to sue the ECB over its proposal to require CCPs clearing euro-denominated contracts to be legally incorporated in the eurozone
Dealers say CCPs need to be more transparent about how they calculate margin – including making their models fully accessible
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Central counterparty (ccp) articles
CCP interoperability will not resolve fragmentation in the OTC markets, say panellists at Isda Europe conference in London
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
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.