Start-ups struggling to establish multiple PB relationships
Margining rules for uncleared derivatives will be a drain on liquidity
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Margin articles
US regime differs on currency, threshold, eligible collateral and non-financials
New proposal exempts non-financial end-users from margin requirement
Fed official also tackles repo, non-guaranteed affiliates and access to Sefs
Corporates lag other participants; less than a third collateralising
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...
CCPs should have complete transparency on risk to prevent margin-related failures
Strong links with trade finance group mean brokerage clients have access to impressive variety of services
SGX head of clearing risk urges greater cooperation among region's regulators
Final rules on margin requirements for non-centrally cleared derivatives are expected within weeks, including a long-awaited exemption for forex swaps and forwards
Netting and optimal execution effects may help other CCPs reduce margin requirements, says NYU maths professor Marco Avellaneda
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.