Forcing energy and commodities contracts into central counterparty (CCP) clearing is “potentially dangerous”, says Isda's Noyes
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 articles
Central clearing might solve some of the problems with over-the-counter derivatives, but it is by no means a straightforward solution, and could raise some additional problems
Technological developments have transformed the face of European energy broking beyond recognition. Now regulatory changes could potentially alter this landscape even further. Alex Davis and Katie H...
As US regulators embark on redefining over-the-counter derivatives trading, energy end-users need to be aware of how they will be categorised and the potential impact on trading costs.
Financial reform legislation passes in the US Senate, as focus turns to the complex issue of implementation
EFET calls for energy companies to be exempted from mandatory clearing as proposed by the European Commission
Derivatives clearing is one of the hottest regulatory topics at the moment around the world.
As the US Congress moves to boost derivatives clearing requirements, an industry panel has called for regulators to investigate a move towards clearing and netting across US power markets and to cla...
Changes in valuation were “relatively small”, says clearing house
BIS top economist suggests all OTC derivatives could be standardised and sent to CCPs, but EC favours a more measured approach to determining clearing eligibility.
CFTC chairman supports trading requirements in both versions of the financial reform bill that would benefit derivatives users rather than Wall Street banks, but calls for tighter exemptions to prev...
Intra-day credit debate re-surfaces as Lehman Brothers Holdings (Inc) (LBHI) accuses JP Morgan of coercing it into agreements that allowed JP Morgan to get hands on collateral
Participants warn against one solution for all asset classes
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.