London-based clearing house may consider helping to build OIS markets in minor currencies, as it continues to move its interest rate swap portfolio to OIS discounting
Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – in other words, those that allow counterparties to post collateral in multiple currencies and assets...
The CME blames FCMs for the delay in offering its clearing service of non-deliverable forwards in USD/Chilean peso
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 Lch.clearnet articles
Regulatory changes mean the over-the-counter clearing space is becoming hugely competitive, with new entrants launching services to rival long-established clearer LCH.Clearnet. Long seen as a member-driven utility, LCH.Clearnet needs to become more...
All four Bats Europe and UBS MTF central counterparties now allow interoperability
Banks such as Morgan Stanley and Credit Suisse have chosen EuroCCP to clear their trades under new system of interoperability
Australia’s financial regulators are leaning towards mandatory clearing for the local interest rate derivatives market – and may also conclude that any central counterparty serving the market has to be based locally. It’s the latest evidence of...
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
UK, 12th Feb 2014
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UK, 25th - 26th Feb 2014
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