As an analyst in Duco, your job is to help our customers make the most of Duco Cube. You will be involved in answering inbound support queries as well as actively engaging on the phone and by going on site.
The Regulation of the wholesale Energy Market Integrity and Transparency (REMIT) came into force in December 2011, twenty days after the “Level 1” text was passed by the European Parliament. However the two deadlines for the reporting part of REMIT have not yet passed. Here we examine how to prepare for these deadlines, which fall on the 7th October 2015 and 7th April 2016. But first let us briefly examine the background to REMIT and what it is all about.
See the most popular articles under the categories: Clearing, EMIR, Regulation, Collateral Management, Dodd Frank, RSS Feed, Funding and Capital Economics, Risk Management, and Trading.
The European Securities and Markets Authority (ESMA) has published four reports focused on how the European Markets Infrastructure Regulation (EMIR) framework has been functioning and providing input and recommendations to the European Commission’
We spend a lot of time analyzing IRS clearing activity for CME and LCH, primarily because it is close to home and about as much of a fist fight as we are going to see in swaps. But what about…
As of today, The OTC Space 'Knowledge' section has been updated. Items are now listed in alphabetical order, making them easier to find, and new items have been added. This section provides a useful go-to when needing to clarify terms, phrases or names contained in articles, and can also be used to broaden knowledge of the OTC markets by browsing terms. Most of the terms in the Knowledge section are short descriptions, but some of them have lengthy background articles including Primers by John Kiff at the IMF.
An excellent post from the Bank of England 'Underground' blog on the reliability of internal models for calculating capital.
A pragmatic approach for banks facing Basel III, the Dodd-Frank Act, the European Market Infrastructure Regulation and other new regulatory frameworks
Kite Consulting Group are working with our friends at FIA/FFK in launching an exclusive event in September- providing a great night of entertainment and benefiting the very real needs of the charities supported by Futures For Kids.
A long sought after goal is now becoming a reality, clearing Cross-Currency Swaps
Blog posts on LinkedIn Pulse by myself from May to August with useful infographics that assist with understanding collaterial efficiency, synthetic euro asset swaps, cross margining, client asset protection, and more.
Cross Margining at Eurex Clearing is provided by Eurex Clearing's innovative Prisma (Portfolio RISk MAnagement) portfolio margining risk management system which calculates Risk and Margin on a portfolio basis segmented by pre defined Liquidation Groups each comprising of closely correlated products within each group.
The application of the leverage ratio to client clearing is based on “ridiculous logic”, according to this prudential regulator, whose identity Risk has agreed to withhold. But it is not too late to fix the problem, the regulator says, and there are three ways to do so
With the launch of the GMEX Interest Rate Swap Constant Maturity Future (IRS CMF) on GMEX Exchange as of 7th August 2015, this article provides an example of how the contract can be used by an asset manager to hedge a physical bond position.
The Korean CCP provides data on progress in central clearing, both voluntary and mandated.
Another central counterparty for your list
Singapore Exchange (SGX) has a long and successful history of innovation in the derivatives markets. Central to this was early recognition of the benefits of offering customers access to a portfolio of regional Asian products in a single venue, based on markets which were largely closed to foreign investors or did not meet their risk management standards or trading practices.
Following the great success of our 1st Annual Post Trade Forum with more than a 100 participants, GLC 2nd Annual Post Trade Forum is aiming to unveil an exclusive gathering of experts from across the Globe. Discover the latest innovations to the issues in the field of post trade. This event will provide you guidance in the upcoming implementation of T2S, and listen to the first hand experiences of those, who are one step ahead of the game.
Inflation Swap Clearing commences on EurexOTC Clear on Monday 3rd August - this generates superior margin and capital efficiencies for both the Buy Side and Sell Side with ZCIS cleared within the Fixed Income Liquidation Group in Eurex Clearing's