Clearing houses may have promised too much, too soon on the benefits of cross-product margining, leaving them at risk of under-delivering. Only a handful of clients have so far been able to benefit –...
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 well....
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.
More Cross-product margining articles
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
Nobody knows how much margin will be consumed as over-the-counter derivatives move to a post-crisis regime based on central clearing and two-way collateral posting, but there is one certainty – the less an individual firm has to post, the happier it...
If over-the-counter interest rate swaps didn’t exist, and a product was invented today to do the same job – knowing what the market knows about the Dodd-Frank Act and Basel III – it might look a lot like the Eris Exchange swap futures contract....
Ask anyone in the derivatives industry to name the firms they think will help shape the market’s future, and the list will almost certainly include CME Group. The exchange already has a dominant share in financial futures open interest in the US, and...
According to Don Donahue, the recently departed chief executive of the Depository Trust & Clearing Corporation (DTCC), the securities market is approaching a fork in the road. In one direction lies fragmentation, stunted competition and poor liquidity;...
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
Australia, 5th - 7th Mar 2014
South Africa, 12th - 14th Mar 2014
UK, 12th Mar 2014
UK, 13th - 14th Mar 2014
UK, 13th Mar 2014