Compression is the ultimate retort to those who equate notionals with exposure
Banks believe they can cut the notional value of their swaps books in half by the end of next year
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Swap Clear articles
Clearer’s founding banks – OTCDerivNet – no longer have powers of direction
New chief exec prepares for "intense" European clearing fight
CCP is not collecting enough collateral, member firms say. New model is being reviewed by FSA
The intra-day funding burden
Not clear yet
Clearing houses are the bit-part actors that find themselves thrust into a leading role – a result of the Group of 20 (G-20) nations pledge to overhaul over-the-counter derivatives markets and untangle...
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.