Central counterparty (ccp)
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...
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...
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
More Central counterparty (ccp) articles
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...
A proposal prohibiting an Isda-FIA clearing document highlights rift within CFTC, with Republican appointees claiming they were kept in the dark
All four Bats Europe and UBS MTF central counterparties now allow interoperability
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.