European market infrastructure regulation (emir)
A panel of experts discuss the challenges posed new regulation - and in particular, those relating to data collection and reporting
Powering up for clearing
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More European market infrastructure regulation (emir) articles
Industry estimates of clearing costs met with scepticism
The extraterritorial impact of the US Dodd-Frank could be sidestepped by Asian players opting to conduct swap trades with players outside of the regulation’s orbit
Industry group was not convened as Esma drew up draft clearing rules
Dealing with a data flood
Dealers expect new rules to hit the profitability of their business, but fewer expect to be able to pass the costs along – and more are anticipating a big drop in OTC trading volumes
Clearing members would be forced to guarantee trades executed by their clients' clients - on terms the member firms have not agreed
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.