Credit default swap (cds)
Data shows OTC notionals shrank as clearing started in US
When a small group of firms became subject to the first US clearing mandate in March, outstanding notionals for clearing-eligible products temporarily dipped. With a larger group of firms set to start...
The top two banks in Spain retained their positions in this year’s Risk España rankings but, in a market where reality is beginning to bite, analysts are asking questions about their capital positions...
Clearing house has been told its own rules prevent it from shelving buy-side clearing for single-name CDS contracts
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More Credit default swap (cds) articles
Late nights and illegality - but start of clearing in US goes well
The days either side of the first US clearing deadline saw last-minute decisions by clients and regulators, operational niggles and some illegality. The industry expects breaches of the rules to get a pass for now, so the first phase of the new regime...
Bloomberg may set up futures exchange
Trading venue looks to hedge its bets if it fails to close the margin gap between OTC swaps and futures
JSCC to start client clearing by March 2014
Japan’s over-the-counter derivatives clearing house will soon allow member banks to offer client clearing and it also plans to merge with another domestic clearing house, according to a senior official.
Ice blames SEC as it drops single-name CDS clearing plans
Firms that trade index and single-name CDSs will see margin requirements increase
JP Morgan manipulated VAR and CRM models at London whale unit - Senate...
Trading book capital measures were at heart of efforts to free up traders and reduce capital
SEC's last-minute CDS margin fix sparks buy-side anger
Stop-gap margin solution would force most firms to post twice as much collateral as CCP members
CVA proxying: Nomura's alternative to "flawed" EBA method
The European Banking Authority has proposed a way for banks to calculate a credit valuation adjustment capital charge when credit default swap spreads are absent or illiquid – but it does not solve the problem, argue Eduardo Epperlein, Kyriakos Chourdakis,...
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