For OTC clearing to work, the market will need to find and capture reliable margin offsets, says Tom Callahan, chief executive of NYSE Liffe US. By Mark Pengelly
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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The NTMA follows Portugal's debt office in adopting two-way collateralisation - but unlike Portugal it appears it will have to post cash
Inter-affiliate trades under US rules may be subject to the same clearing, execution and uncleared margin requirements as other derivatives – making them expensive, or even impossible. Dealers are also grappling with how the rules will dovetail with...
Regulators are finalising in-depth rules on central clearing, margin requirements and central counterparty risk management standards, but plenty of questions remain. Nick Sawyer talks to Stephen O’Connor, chairman of the International Swaps and Derivatives...
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
US mortgage giant says segregating variation margin will hurt FHFA- and FCA-regulated entities, and create new funding obligations for swap dealers
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future