This paper provides a framework for comparing linked and unlinked central counterparty (CCP) configurations in terms of total netting achieved by market participants and the total system default exposure...
The level of intraday liquidity needed for settlement varies according to settlement methods. This paper analyzes the effects of the shift from deferred net settlement to real-time gross settlement (RTGS)...
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.
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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.