Switch to OIS comes a year after SwapClear revalued parts of its portfolio
Dealers say they won’t join clearing houses that are not robust – and have already blackballed one central counterparty. As a result, the initial margin methodologies employed by the big rates c...
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More LCH.Clearnet articles
London-based CCP is set to launch clearing for NDFs in six currencies in mid-November, having shelved plans for options clearing while banks discuss settlement-related issues with regulators
Respondents to a Risk.net poll support the UK Treasury’s decision to sue the ECB over its proposal to require CCPs clearing euro-denominated contracts to be legally incorporated in the eurozone
Derivatives clearing houses should be able to rely on central bank liquidity support, says Eurex exec at SFOA annual conference
New CSA, new challenge
The CME blames FCMs for the delay in offering its clearing service of non-deliverable forwards in USD/Chilean peso
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
CPSS-Iosco guaranteed settlement requirements make foreign exchange options clearing more difficult, say participants
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.