New fee structure amounts to a fourfold increase in some cases
Regulators see incentives to use cleared swaps; critics claim analysis is flawed
FAQ document to tackle treatment of segregated initial margin
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.
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Full year of clearing data highlights market's reliance on handful of banks
Cardano and PGGM promise not to give banks speculative trades
Dealers say some domestic firms may have found way to avoid clearing
Two of the 30 firms contacted by Risk say they will fall into Emir’s crucial category two
The future of swap clearing depends on the finer details of the supplementary leverage ratio
Dramatic growth in required swaps collateral at Swiss FCM
Sponsored forum: Clearing & segregation
Swiss bank is tying up too much capital in immature business, rivals claim, after new NFA data shows it to be an outlier
CFTC's Chilton says "continuing to kick the can down the road is just not acceptable", as expectations grow that Europe will miss 2014 start date
Client clearing, repo markets, credit derivatives – the leverage ratio casts a shadow over them all. But the overarching complaint is that the ratio should remain a backstop, and it’s a point on...
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.