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...
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 Clearing articles
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
Standards governing central counterparties (CCPs) for over-the-counter derivatives should be more granular in detail, rather than focusing on high-level principles, says Patrick Pearson, head of the financial...
Heated debate over financial regulatory reform going through the US Congress was at the forefront of the International Swaps and Derivatives Association’s annual general meeting in San Francisco l...
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.