Eurex Clearing
Eurex’s new Swiss rate futures in naming pickle
German exchange used ‘wrong month’ to name Saron futures
Eurex Clearing names new CRO
CCP’s risk analytics head will replace Laux in July
DTCC, Ice Clear Europe lead top CCPs in boosting liquidity buffers
CCPs added $20.8 billion to their liquidity buffers in the third quarter of 2018
Swaps data: volumes up amid volatility
Data shows strong growth in cleared OTC derivative volumes in second half of 2018, says Amir Khwaja
A buy-side swaps order book – with a difference
First client joins Trad-X Clob as dealers get nervy about large-scale RFQs
Clearing house innovation of the year: Eurex Clearing
Risk Awards 2019: CCP’s incentive scheme takes on LCH to capitalise on Brexit uncertainty
Clearing houses urge CFTC to act on non-default losses
US clearing members divided on whether NDLs are CCPs’ responsibility or a mutual risk
Banks demand greater scrutiny of CCP margin add-ons
Nasdaq Clearing blow-up prompts questions over CCPs’ methods of applying top-ups to concentrated positions
Top 10 CCPs plump liquidity buffers by $20 billion
Increase driven by higher secured deposits at commercial banks and expansion of credit lines
Eurex default fund swells to €4.5 billion
Second quarter saw the second-largest quarterly increase since the CCP began reporting in 2015
Brexit OTC mutation, chaperones and SA-CCR
The week on Risk.net, October 6–12, 2018
Let regulators manage no-deal risks
EU can stop swaps market falling over a Brexit cliff – and EU firms will be biggest losers if they don’t act
Stuck in traffic: EU turf war holds up CCP resolution rules
Unsuitable rules for failed banks could be used to resolve French and German clearing houses
People moves: TSB chief exec quits, Eurex loses two execs, new cyber chief at Commerzbank, and more
Latest job changes across the industry
Day one of a no-deal Brexit: swaps and chaperones
Banks, trading platforms, repositories tee up EU entities – and dread the repapering crunch that would follow
LCH cancellation notices, Eurex incentives and prop trader rules
The week on Risk.net, September 29 – October 5, 2018
Paypals: Eurex members await their pay day
Profit-sharing scheme has created more competitive swaps landscape
Lehman’s ghost: how three CCPs anchor models to crash
The Lehman crash still haunts the margin models of LCH, CME and Eurex, albeit in different ways
EU deadlock set to delay CCP resolution rules
Lawmakers disagree over whether Esma should be given new powers to tackle distressed CCPs
Eurex Clearing set to lose CRO
Thomas Laux stepping down next year
LCH-Eurex basis falls 80% as insurers head to Frankfurt
Fixed rate available at Eurex has dropped from 1.35bp to 0.25bp in past two months
Clearing up Deutsche’s swaps ‘shift’
Reported move of euro business is not as straightforward – or as dramatic – as it seemed
Swaps data: OTC margin up; futures margin down
Swaps initial margin jumps 22% year-on-year, against surprise fall in futures margin, writes Amir Khwaja of Clarus FT