Automation and straight-through processing required to protect investors
CME's Taylor claims approval for US regime is being unfairly delayed
Paper proposes refinements to 'cover two' standard
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Clearing houses articles
Fresh uncertainty over Esma's recognition of KRX's OTC clearing house
KRX is rethinking its own rules in the event of a member default
Margin efficiency will be the main driver of success in the OTC clearing world and while cross-margining with futures has been touted as a potential game changer, the gains from this may be illusory...
Clearing link with KRX will lead to larger volumes and efficiencies at SGX
Pension and insurance firms complain CCPs treat them the same as hedge funds
SEC study finds large portion of clearing-eligible CDS still trading bilaterally
Clearing houses are the bit-part actors that find themselves thrust into a leading role – a result of the Group of 20 (G-20) nations pledge to overhaul over-the-counter derivatives markets and untangle...
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.