Some clearing houses are pushing up margin requirements to address procyclicality concerns - but no change is planned at CME or Eurex
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More LCH.Clearnet articles
Banks hope for leverage exposure relief after interest rate swap clearer fixes clash with CFTC rules
Margin efficiency will be the main driver of success in the OTC clearing world and while cross-margining with futures has been touted as a potential game changer, the gains from this may be illusory...
Australian regulators are looking at whether to mandate clearing of OTC derivatives, but the market is already moving to clear without a mandate in place
Australian domestic clearing house hoping to use lower margin costs as a means to win market share
The CFTC’s no-action relief letter issued late last year and SGX’s upcoming iron ore futures contract have ended uncertainty and brought back hesitant market participants
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
LCH.Clearnet makes inroads into the domestic Australian market with its SwapClear service
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.