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January 2016

   
'Events' New training course: OTC margin and the true cost of clearing 06 January 2016 | Mas Nakachi

Central clearing and bilateral margining for OTC derivatives have a significant impact on both valuation and risk management. With the mandatory clearing deadlines now less than a year away, this training course is for practitioners keen to understand more about the quantitative impact of these changes, with a particular focus on Interest Rate products.

   
'Articles' Cross Margining of Listed Derivatives and OTC IRS & CCP Cleared IRS Switches - An Analysis 06 January 2016 | Byron Baldwin

With the mandatory OTC Clearing timetable now finalised for Europe by ESMA, focus will now feature on the efficiencies of each CCP IRS offering and CCP IRS Switches will undoubtedly increase as Banks seek to minimise capital and funding costs via reduced initial margin requirements, default fund contributions and capital regulatory requirements.

   
'News' CCP Conundrums: LCH.Clearnet White Paper 04 January 2016 | Bill Hodgson

The shifting capital, regulatory and industry landscape has created some unexpected consequences for CCPs. In LCH.Clearnet’s latest white paper, they examine the impact of these challenges on institutions in this new market paradigm.

   
'Articles' PRISMA Margin Estimator (PME) 04 January 2016 | Byron Baldwin

In order to provide our Members and clients with most effective tools to estimate margin requirements, to execute portfolio optimizations or to decide on a clearing venue in general, we partnered with OpenGamma to create a new on-premise margin calculation solution.

   
'News' Risk Reduction when Settling Cross Currency Swaps 04 January 2016 | Bill Hodgson

Currency Swaps settlement can involve very large payments leading to settlement risk - an innovation from Markit and CLS aims to eliminate aspects of this.

   
'News' OTC Clearing in Poland Steps Forward 04 January 2016 | Bill Hodgson

News from the Polish CCP KDPW

     
'Articles' Segregation of initial margin (IM) for non cleared derivatives, legal considerations 04 January 2016 | James Cherry

As a result of the turbulences caused by the global financial crisis, regulators worldwide increasingly focus on derivatives markets. Given the enormous risks posed by the unregulated off-exchange (“over the counter”/ OTC) market, there is a growing recognition that greater transparency in exchange trading significantly contributes to the future stability of the international financial markets.

December 2015

   
'Articles' Lessons from Time Travel and the New Year's Resolutions in Finance and Risk 27 December 2015 | Diana Higgins

This article looks into some of the tasks performed in risk and in finance related to collateral and risk management that may be delivered by one team or the other. Diana proposes a principle to define the border line and to identify the personalities that may enjoy being in one team or the other. 

   
'News' Double VLOOKUP in Excel | Massive Performance Increase 18 December 2015 | Bill Hodgson

For people with very large data sets who need to use VLOOKUP, this trick could transform the time it takes you to recalculate the spreadsheet

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'News' New ESMA 14 December 2015 | ESMA Feed

New ESMA website

Monday 14 December 2015 14:52
   
'Articles' EMIR - The Clearing Obligation - All Systems GO!! 08 December 2015 | Byron Baldwin

The start of mandatory OTC Clearing in Europe has now been confirmed to begin for Category 1 participants on 21 June 2016. Who qualifies as Category 1?

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'Articles' Clearing Mandates: Would That Regulators Had Remembered Takeoffs are Optional, But Landings Are Not 08 December 2015 | Streetwise Professor Feed
   
'Events' 11th Annual FIA Asia Derivatives Conference 02 December 2015 | Samantha Hodgson

Find out more about the FIA Asia Derivatives Conference, being held in Singapore this month.

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'News' Press release - European swap clearing to start in June 2016 02 December 2015 | ESMA Feed

Firms will have to centrally clear certain classes of interest rate swaps starting from 21 June 2016.

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