Chicago Mercantile Exchange (CME)
Weaker clearing members could be overstretched by a crisis, dealers warn - but LCH.Clearnet and CME differ on the risk of wider access
Moving OTC trades onto CCPs will increase op risks
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
The big bang
Asia became the largest exchange-traded derivatives contracts market for the first time last year. It now holds top spots in terms of contracts volumes for equity, metals and foreign exchange produc...
Asian regulators are expected to closely follow their peers in the US and Europe in demanding swap execution facilities and over-the-counter derivatives clearing in Asia. This may bolster e-trading ...
Renewed risk appetite
CME Group chief executive slams proposed position limit regulations as “unnecessary”
The sharp increase in oil price volatility resulting from political upheaval in Libya and across the Middle East has helped push the volume of oil options traded to a new all-time high
Oil prices will continue to rise to triple-digit highs over 2011 on long-term Egypt risk premiums and continual unrelated underlying issues, say market experts
One major dealer says it may reassess CME membership, while others also raise concerns about the CCP’s willingness to allow clearing members to use third-party marks
The price you pay
Ice Clear Europe accepts gold for margin, while LCH.Clearnet is also working on extending eligible collateral
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.