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...
Proposed revisions appear to catch back-to-back trades that are used to get exposure into European CCPs
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 Client clearing articles
A combination of hard work, caution and some luck saw the industry through the second of the three US clearing deadlines on June 10. But while it was a triumph for many, it proved testing for some. ...
FCMs do not have capacity to sign up all category 2 firms, market participants warn – and swap futures stand to benefit
Buy-side firms need to begin negotiating OTC clearing documentation now or risk being forced to adopt one-size-fits-all standard templates
Not clear yet
First Asian exchange to offer client clearing looking to dramatically alter the terms to become an OTC client clearing member
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.