Stop-gap margin solution would force most firms to post twice as much collateral as CCP members
Only registrants to date are MBIA and Cournot Financial Products – firms that have not traded derivatives since 2008
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 News/Derivatives articles
Australian domestic clearing house hoping to use lower margin costs as a means to win market share
Ability to customise hedges means swaps are still the best way to manage many exposures, conference told
Securities firms in China have begun trading OTC equity derivatives, with a final master agreement expected soon
Cheaper swaps prices have convinced two more DMOs to sign collateral agreements
Doubling Japan's inflation target has been viewed as a big deal internationally but players on the ground say the impact on the domestic inflation market has been limited
Parliament is unhappy with the treatment of corporate end-users, and could require Esma to redraft standards
Trades will not become subject to initial margin rules part-way through their life, rule-making body tells Risk
A lack of liquidity is still providing problems for corporates looking to hedge – even in Hong Kong
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.