Principles for financial market infrastructures (PFMIs)
Bank of England to review UK clearing rules
Broader collateral set and greater margin transparency could be adopted from Emir 3.0, but not active accounts requirement
SEC approves DTCC’s $74bn liquidity facility
Proposal faced opposition from smaller broker-dealer members of US Treasuries CCP
CCP margin backtests can hide flaws, research finds
In richer test, ‘filtered’ VAR beats five other measures
DTCC’s $74 billion liquidity charge riles members
Some firms may stop clearing US Treasury trades if the CCLF is implemented
Shanghai to be first CCP to clear forex options
New service to debut in August, but liquidity risk has stalled other CCPs
Connecting the dots: how DTCC manages contagion risks
DTCC CRO Andrew Gray offers a template for managing the risk of interconnectedness
Interview: Iosco’s Andrews stresses CCP resilience and recovery
CCP resolution spells regulatory failure; guidance to follow on PFMIs and CCP stress-testing
DTCC bets on blockchain to slash CCP liquidity needs
New technology set to boost repo netting, shrinking $50bn facility "substantially"
Firms must work together against CCP cyber threat – Voormeulen
Collaboration and information sharing are vital, says co-chair of CPMI-Iosco working group
Treasury repos may hit 20bp under DTCC liquidity plan
Repo CCP's committed liquidity facility could force price hike
Q&A: Iosco’s Medcraft on CCP stress testing
CPMI-Iosco launch fact-finding mission on CCP risk management
CCP stress-test rifts emerge as review gets underway
Banks, clearing houses and regulators all divided on question of standardised tests
Regulators to put CCP risks under microscope
CPMI-Iosco stress-testing quiz will be precursor for broader risk review