All firms that participate in the Capital Markets Industry - from Banks, Fund Managers, Institutional Asset Managers, and Corporate Treasuries to Exchanges and Industry Utilities - need to stay abreast of existing and emerging regulations that dictate what, how, when, and where they need to report about their activity.
Your source for breaking news, valuable insights and innovative solutions for the listed derivatives and cleared swaps community. Over three days of engaging programming, you will connect with business leaders, industry stakeholders and top regulators.
In this webinar George is going to help you "Find Your Way Throught the MiFID / MAR Maze" as there are many obstacles to be navigated in configuring your OMS in the future.
Posted by Annette L. Nazareth, Davis Polk & Wardwell LLP, on Thursday, August 25, 2016
A wealth of statstics from the IMA about the ups and downs of sales and withdrawals from funds as of July 2016. Follow the link below for the full story.
As the margin requirements for non-centrally cleared OTC derivatives are close to being rolled out under a globally aligned timetable, the market is currently in a frenzy to be compliant in time. A documentation process is part of this preparation and this article provides an overview of all the ISDA WGMR documentary initiatives which have been up and running for a while and are now approaching completion.
This one came in with an unassuming title, but contains an entire list of regulations from ESMA with all the relevant dates on drafting and approval. Click the link below to get the PDF,
A consolidated view of the regulatory timelines for uncleared margin regulations
Introduction On 16 August 2016, ISDA published the “2016 Variation Margin Protocol” (the “VM Protocol”), designed to assist counterparties in amending CSA documentation so as to comply with Working Group on Margin Requirements (WGMR) rules as impl
A recent Office of Financial Research paper by Samim Ghamami and Paul Glasserman asks “Does OTC Derivatives Reform Incentivize Central Clearing?” Their answer is, probably not.
In this video of the webinar, originally broadcast on the 28th of June, our panel discusses the latest research into the effects of mandatory clearing and bilateral margining on your collateral management activity. This item is the full length composite version with all three parts.
The BIS are trying to invent a taxonomy to uniquely name OTC products, not a trivial undertaking, as the unqiueness is itself driven by the attributes of the product.
The latest CCP notional showing increases, decreases and new CCPs globally. New to this snapshot is ICE Futures in Europe and the US. The effects of trade compression in the OTC market can be seen along with competitive changes to some CCPs.
Venues, dealers, brokers, asset managers and clearing houses – are facing a regulatory crossword puzzle, with some significant penalties for getting any of the words wrong. Many of the challenges start with the applicability of the rules. There are actually three parameters which govern that applicability. The first is the regulatory venue of the investment firm or firms. Second is the regulatory venue and status of any customer for the services. And finally there is the regulatory venue of the instrument(s) involved. When we start combining those parameters, we get a dizzying array of possibilities.
Where else can you get such useful insight into the OTC markets for free? Articles in Rocket 7 cover MiFID II Data Quality, Staying Ahead of Reporting Regulations, Concerns about Meeting the Bilateral Margin Regulations Deadlines, The Role of your OMS, Automated Documentation Tools, The ISDA Working Group on Uncleared Margin Regulations, All-to-All Trading, and more.
The PDF (downloadable) edition of Rocket 7 is now available. If you're a registered reader, you can download it here for free.
Recently the CFTC fined Barclays $800k for supervision failures related to clearing and exchange fee processing.
In this video our panel discusses the latest research into the effects of mandatory clearing and bilateral margining on your collateral management activity. Part 3 covers Future building blocks, Poll 4 - What is the state of collateral optimisation at your firm?, The Collateral value chain, The Asset shortfall.
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