Non-cleared derivatives rules pushing utilities towards clearing
New proposal exempts non-financial end-users from margin requirement
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Margin articles
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
Lower margin levels for swap futures could drive up risk-weighted assets for dealers, and erode the product's advantage, panellists argue
Regulators want capital and margin rules to encourage central clearing, but analysis suggests costs may currently be higher in the cleared world
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.