Boyle chosen as replacement for Yates
Clearer’s founding banks – OTCDerivNet – no longer have powers of direction
New chief exec prepares for "intense" European clearing fight
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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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.