Amir from Clarus Financial Technology covers the effects of "compression" or "compaction" of cleared business within CCPs in the US.
Despite the public narrative that Dodd Frank will prevent any further banking bail-outs - what happens if a CCP fails?
Predictions of the margin and capital savings of the new Eurex Prisma platform.
A comparison of the outcome of cross-product and cross-currency margining.
Credit Suisse becomes top swaps clearer in U.S.
A selection of the past weeks stories
At last we discover what ESMA believes they wish to see cleared in Europe - is it in line with the CFTC rules?
Minor updates to the EMIR Q&A, but check them all the same
Eurex are proud to publish our latest (37 page) whitepaper on "How central counter-parties strengthen the safety and integrity of financial markets".
One new CCP Authorised, two big CCPs not yet
ICAP’s i-Swap platform sets new US Dollar interest rate swap volume record in June
An article at Risk, now public, explains the deep uncertainty around the outcome of the CFTC exemption consideratons for non-US CCPs
Here's a quick way to get back to your favourite stories.
Learn about the EMIR segregated account offerings available from Eurex.
We have completed the migration the email sending function onto the site, giving you and us more flexibility on when and what we send.
A recent Risk M
In the Basle 3 rules, page 40, (see bcbs189 below) you see this:
Banks may stand to lose as much at $4.5 billion in OTC derivatives due to the mandated move to electronic trading, according to a new McKinsey & Co. report. That loss translates into a 35 percent revenue drop.
Collateral system provider 4sight and consultancy Rule Financial have published a complimentary whitepaper on the issues facing buyside firms around the collateral management process.