More Clearing articles
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...
Basel Committee addresses long-standing complaints over default fund exposures and client clearing
Resolving issues around the extraterritorial application of derivatives regulation is a major outstanding issue that needs to be addressed, says FSA’s acting director of markets
Central counterparties a ‘Maginot line’ that won’t prevent financial breakdown, argues Queen’s University at Kingston assistant professor
Banks and CCPs are pressing for changes to method of calculating default fund capital
Posted collateral cannot be used to offset liabilities when calculating farm credit banks' leverage ratio
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.