Central counterparty (ccp)
Provisional back-loading clause is removed because of logistical challenges
SGX could expand its OTC clearing service to the Australian market once a decision has been made on a merger with ASX, but it also plans to add new currencies and asset classes – including forex forwards...
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.
More Central counterparty (ccp) articles
Dealers want sovereign clients to start posting collateral, but European Union reporting rules make that tricky. Raising funds to post collateral would have an impact on national debt figures – and the same is also true when receiving cash collateral....
With derivatives market reform legislation passed in the US and in development in Europe, market participants are wondering whether the commitment letter process of the Over-the-counter Derivatives Supervisors Group has a future in an era of regulation...
A major split has emerged between dealers over how to price derivatives backed by multi-currency CSAs. Some banks are looking to arbitrage disparities in valuations as a result, causing back-loading of trades to central counterparties to slow to a trickle....
Finalised by the Basel Committee in December, a capital charge for credit value adjustment (CVA) will have a significant impact on major derivatives dealers. But risk managers argue the revised charge is not risk-sensitive enough and fails to reflect...
Federal Reserve governor Daniel Tarullo stresses importance of central counterparties, close scrutiny of market participants
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
UK, 3rd Jul 2013
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