Central counterparty (ccp)
Dealers say they won’t join clearing houses that are not robust – and have already blackballed one central counterparty. As a result, the initial margin methodologies employed by the big rates clearers...
Uncollateralised trades will consume up to four times more capital under Basel III, dealers say. If that translates into a similar jump in pricing, corporates believe they may have to hedge less. Michael...
Basel III has forced banks across the globe to look closely at how they price counterparty credit risk in derivatives trades. But some South African banks appear not to be charging for it rigorously, leading...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Central counterparty (ccp) articles
London-based CCP is set to launch clearing for NDFs in six currencies in mid-November, having shelved plans for options clearing while banks discuss settlement-related issues with regulators
The OTC market still does not know how to provide certainty that a trade will be cleared - but an FIA-Isda meeting in New York gave attendees a chance to look at what is on offer
Panellists at the Energy Risk Asia conference voice concerns over the extraterritorial implications of the Dodd-Frank Act
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
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
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