CCPs have ways to boost financial strength – none straightforward
Other commodities moves at CME Group, Deutsche Bank & NextEra Energy
New rule 538 squashes certain off-exchange contracts
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Cme group articles
Gérardin replaces Papiasse, who stays, but focuses on "remediation plan"
Exchange would have a monopoly on packages that pair swaps with US Treasury futures
Dealers query risk management, valuation and default management
Foreign CCPs may get surprise grace period
Energy contracts dip as firms avoid European regulatory burdens
Rival WCS indexes hinder growth of financial trading, firms argue
Paulhac says CME swap future is being pushed as a margin-light product for clients
European members of non-EU CCPs face "capital cliff"
First the LME, now the firm is looking at the US
New chief exec prepares for "intense" European clearing fight
Oil firms turning to LLS, WCS, Mars and Midland for hedging exposures
Commodity traders and physical producers move into coal derivatives as major banks retreat
Several Asian exchanges looking to set up similar deals to leaked ASX/CME proposal
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.