Chicago Mercantile Exchange (CME)
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 c...
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Chicago Mercantile Exchange (CME) articles
Dealers say CCPs need to be more transparent about how they calculate margin – including making their models fully accessible
CCP interoperability will not resolve fragmentation in the OTC markets, say panellists at Isda Europe conference in London
CFTC commissioner renews support for over-the-counter energy clearing tool in the face of new Dodd-Frank rules that could affect operation
Multiple plans to open trade repositories fuel concerns
The database race
The CME blames FCMs for the delay in offering its clearing service of non-deliverable forwards in USD/Chilean peso
The US exchange operator hopes to create a transparent, liquid futures contract for renminbi, offering an alternative to the privately negotiated market. But the launch was delayed due to settlement...
Banks have picked the DTCC to build a series of new derivatives repositories, but overlooked rivals CME and Ice vow to fight on
The need to provide portability could pressure CCPs to lean more heavily on initial margin than default funds to absorb losses
CPSS-Iosco guaranteed settlement requirements make foreign exchange options clearing more difficult, say participants
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.