News / Risk magazine
Incoming margin rules for non-cleared swaps could be pro-cyclical – and a new QIS will be needed to ensure the regime is not dangerous, says Goldman's head of derivatives risk
Counterparties that refuse to give up their rights could be subjected to “moral and regulatory persuasion”, says Bafin president, Elke König
Italian bank's head of investment banking says he is worried by the low capital levels at Eurex and LCH.Clearnet, and suggests CCPs should not be for-profit entities. Clearing members are also pushing...
More News / Risk magazine articles
Funds managed by Brevan Howard and BlueCrest may not be classed as financial counterparties under Emir, by virtue of their offshore management companies
Assigning liquidity horizons to risk factors will produce confusing capital charges for products with multiple underlyings, says HSBC exec
Basel Committee's new standardised approach to counterparty risk exposures will replace much-criticised CEM measure in a trio of rules
If clearing mandates are expanded to include less-liquid products, the market will struggle to provide hedges in the event of a dealer default, conference is told
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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