European Market Infrastructure Regulation (Emir)
The first clearing mandates came into force in the US on March 11, but there is still plenty of uncertainty about how certain parts of the new regulatory framework will function. In this roundtable ...
Lack of clarity on CCP equivalency leaves South African rules in limbo, says National Treasury's Natalie Labuschagne
More European Market Infrastructure Regulation (Emir) articles
The European Securities and Markets Authority has addressed some of the concerns over which third-country CCP platforms and products are eligible for the transitional period, which begins on March 15
While the Group of 20 nations want to see progress with financial regulatory reforms, individual authorities around the world are reluctant to relinquish domestic sovereignty over standards for cent...
Doubt cast over whether a motion to reject two Esma regulatory technical standards will survive a plenary vote on Thursday
With the price of over-the-counter swaps predicted to increase as new derivatives rules take effect, futures are being touted as an efficient alternative hedging tool, but are they a perfect fit? Bl...
The vast majority of respondents feel regulators have not provided them with sufficient information to implement new derivatives rules
Parliament is unhappy with the treatment of corporate end-users, and could require Esma to redraft standards
Trades will not become subject to initial margin rules part-way through their life, rule-making body tells Risk
The deadline set by the G-20 to clear all standardised OTC derivatives has passed but a lack of regulatory clarity over the shape of reform is hampering banks in the region
Nearly two-thirds of respondents to a Risk.net survey think they’ll make more money from derivatives trading in 2013
Sapient Global Markets, Vitol and Gazprom Marketing & Trading discuss how firms can prepare data management systems for regulatory requirements
A different track
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.