Chicago Mercantile Exchange (CME)
CME Group is a big, successful company – too big, according to some. Speaking to Risk earlier this year, Michael Spencer, the chief executive of interdealer broker Icap, called it a monopoly and said...
The extraterritorial impact of the US Dodd-Frank could be sidestepped by Asian players opting to conduct swap trades with players outside of the regulation’s orbit
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Chicago Mercantile Exchange (CME) articles
CME Group's European exchange, set to begin trading foreign exchange futures next year, will offer a competitive alternative to other exchanges, says the group's head of forex and rates
Looking ahead to a period of unprecedented change in derivatives markets, Risk's 25th anniversary issue has selected the companies it believes will do most to shape the future
Central counterparties a ‘Maginot line’ that won’t prevent financial breakdown, argues Queen’s University at Kingston assistant professor
Added cost and mutualised risk will discourage direct clearing participation, panel concludes
Seeds of change
On Tuesday, US President Barack Obama launched a new initiative aimed at curbing speculation in energy markets, arguing that it would help ease the pain of high gasoline prices. He urged Congress to...
Competition in forex clearing intensifies as LCH.Clearnet receives regulatory approval and Ice explains how its rival offering will differentiate itself
Central clearing will place a huge burden on end-users, forcing CCPs to consider how best to create operational and margin efficiencies
Dealers will be able to cross-margin interest rate swaps, and eurodollar and Treasury futures, from May
A credible competitor
Allowing the German and US exchanges to merge would have created a monopoly in European futures markets, says Icap’s chief executive – who also criticises CME Group's dominance of US futures
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.