Commodity Futures Trading Commission (CFTC)
Large swap definition to be re-proposed following industry backlash
More than three-quarters of respondents to a Risk.net poll think rule capping membership criteria at $50 million in capital should be changed following collapse of would-be clearer MF Global
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 Commodity Futures Trading Commission (CFTC) articles
Voice in the wilderness?
Form PF and the debate on buy-side risk
Energy traders await position limits with apprehension
The bankruptcy of MF Global should prompt the CFTC to reconsider the $50 million cap on minimum capital requirements set by CCPs on clearing members, say bankers
Pushed to the margins
CFTC and Goldman Sachs executives discuss role of speculators in commodities markets during times of volatility
The vast majority of respondents to a Risk.net poll do not believe G-20 members will meet the end-2012 deadline for all standardised OTC derivatives to be cleared through CCPs
The cross-product margining maze
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.