European authorities are engaging with central counterparties and clearing members to avoid problems associated with the roll-out of clearing in the US, says Kate Wormald, founder and owner of Oesa Partners,...
Nicolas Billeaud, head of portfolio finance solutions at Light Horse Market Solutions, says single-stock futures are set to become the only tax-efficient alternative to counteract US dividend tax withholding...
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Responsibility D of the CPSS-IOSCO Principles for financial market infrastructures reads "Central banks, market regulators, and other authorities should adopt the CPSS-IOSCO principles for financial market infrastructures and apply them consistently"....
Lower margin levels for swap futures could drive up risk-weighted assets for dealers, and erode the product's advantage, panellists argue
The value of early termination clauses in derivatives depends crucially on the type of close-out value used and on the counterparty risk, and embeds optionality in even the most vanilla swap contracts. In the case of the so-called risk-free close-out,...
Forthcoming Sef rules will not address margin concerns raised by Bloomberg
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.
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