Default fund contribution
CCPs should be more transparent with margin models, say dealers
Dealers say CCPs need to be more transparent about how they calculate margin – including making their models fully accessible
The product no-one wants to sell: portability held up by lack of rules
Under-the-counter derivatives
The product no-one wants to sell: portability held up by lack of rules
Under-the-counter derivatives
EC's CRD IV says dealers can ignore portability risks
While Basel Committee deliberates, EC proposes 'value of zero' for contingent risks associated with clearing portability
Basel Committee may adjust 'blunt' CCP default fund capital
Netting treatment in controversial current exposure method is up for discussion at an April stakeholder meeting, but regulators reject other criticisms