Central counterparty (ccp)
Clearing back-loading provision removed from latest EU Council text
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...
Central counterparties should be ready for failure of one or two largest customers, regulators suggest
Using market and credit risk analytics to strengthen performance
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More Central counterparty (ccp) articles
Sovereigns wrestle with debt impact of CSAs
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....
Voluntary commitments take back seat to Dodd-Frank
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...
Multi-currency CSA chaos behind push to standardised CSA
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....
CLS considers membership category for CCPs
"Allowing CCPs to settle FX trades bilaterally would reintroduce Herstatt risk, so it would certainly be preferable to have CCPs become either direct or third-party members of CLS," says LCH.Clearnet executive
Basel III CVA charge still flawed; lacks risk sensitivity
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...
Nasdaq OMX to launch Nordic swap CCP
Stockholm-based service already has Swedish debt office on board. Launch planned for second half of 2011
Fed’s Tarullo outlines OTC derivatives reform agenda
Federal Reserve governor Daniel Tarullo stresses importance of central counterparties, close scrutiny of market participants
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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
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- Finding the Right Path to Hedge Accounting
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