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
More Clearing articles
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
Broker/Dealer Custody & Clearing Provider of the Year: JP Morgan
CSDs in harmony?
The Commodity Futures Trading Commission’s proposed rule on the end-user exception to clearing is unworkable for many energy firms that use swaps for hedging say market experts
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.