Central counterparty (ccp)
London-based clearing house may consider helping to build OIS markets in minor currencies, as it continues to move its interest rate swap portfolio to OIS discounting
A 'trust fall' is a group game designed to promote bonding between the participants: one stands, eyes closed, before falling back into the waiting arms of the group. Now imagine the game being played...
Key elements of a new industry clearing document would be barred by a US Commodity Futures Trading Commission proposal introduced in response to the project – but the move has revealed rifts at the heart...
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Central counterparty (ccp) articles
Quants received a lot of flak for the crisis, but the profession is on the cusp of a golden age, according to Myron Scholes, co-inventor of the Black-Scholes pricing model. In an interview with Laurie Carver, he also criticises post-crisis regulation,...
Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – in other words, those that allow counterparties to post collateral in multiple currencies and assets – have pushed the industry to develop a new...
For OTC clearing to work, the market will need to find and capture reliable margin offsets, says Tom Callahan, chief executive of NYSE Liffe US. By Mark Pengelly
The CME blames FCMs for the delay in offering its clearing service of non-deliverable forwards in USD/Chilean peso
Inconsistencies in new regulations both across borders and within the regulations themselves are giving rise to concerns of regulatory arbitrage and exploitation of loopholes
Regulatory changes mean the over-the-counter clearing space is becoming hugely competitive, with new entrants launching services to rival long-established clearer LCH.Clearnet. Long seen as a member-driven utility, LCH.Clearnet needs to become more...
An implementation plan for the new standard CSA is set to be reviewed by the Isda board in September, with a first-phase roll-out expected as early as the second quarter of 2012
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
Topics of interest
Related conferences
USA, 5th Jun 2013
UK, 12th Jun 2013
Brazil, 12th Jun 2013
Brazil, 12th Jun 2013
UK, 3rd Jul 2013
Related training
Canada, 21st - 16th Oct 2013
UK, 22nd - 23rd May 2013
USA, 29th - 30th May 2013
UK, 5th - 6th Jun 2013
Canada, 10th - 14th Jun 2013
Updating your subscription status
Risk IPad Apps
Email alerts
Weekly poll
Related Jobs
Topics of interest