German exchange woos big clearing members with promise of capital savings
Finra says year-long approval process revealed "notable outliers"
New equity options on two exchanges
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 Cross-product margining articles
Only two FCMs are currently offering margin offsets between interest rate swaps and futures at CME
Early adopters of over-the-counter derivatives clearing tended to be the big beasts of the buy-side universe, but smaller firms – such as France’s OFI Asset Management – are coming on board as...
Clearing house has been told its own rules prevent it from shelving buy-side clearing for single-name CDS contracts
Firms that trade index and single-name CDSs will see margin requirements increase
Australian domestic clearing house hoping to use lower margin costs as a means to win market share
Central clearing will place a huge burden on end-users, forcing CCPs to consider how best to create operational and margin efficiencies
Pushed to the margins
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.