Following up on the previous post about the Financial Stability Board’s most recent Progress Report on Implementation of OTC Derivatives Market Reforms here we look at some of the more basic size-of-market data, including the amount of central cle
On 7 November 2014, ISDA published version 1.0 of its “Minimum Standards for the Future State of Margin Workflow” (the “Standards”), a working document designed to support practical implementation of the BCBS-IOSCO margin requirements for Non-Cent
Rick Enfield from Omgeo explains what the buy-side need to be doing, to prepare for existing and future regulatory change.
All standardized OTC derivative contracts should be traded on exchanges or electronic trading platforms, where appropriate, and cleared through central counterparties by end-2012 at the latest.
The continued drive to eliminate market abuse in financial markets is now focusing on the energy trading markets.
Jolly networking with The OTC Space team
We like to stay on top of market trends here at Clarus, and following-on from Amir’s blog yesterday on the sharp rise in uncleared, back-dated EUR IRS, I’ve been taking a look at my “alma-mater” – Cross Currency Swaps. As…
The advantage of a dashboard view is that it can quickly highlight interesting information. Looking at the SDRView Res dashboard this morning, I was surprised to see the following: Showing massive EUR IRSwap volumes on 19-Nov and 21-Nov, which wer
The 2nd edition of our magazine Rocket is now available to download, a bumper 68 page edition. Readers who have given their postal address should receive their copies soon.
Mandatory clearing and the prospect of non-cleared swaps moving into a fully-margined environment are starting to weigh heavily on bank P&Ls and available capital.
Early in November I chaired the FTF DerivOps conference in NY.
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Basis Swaps (or IRS Switches) between pairs of CCPs are increasing in volume.
Bill: I think in regulatory speak this means a delay... until the Commission provide feedback to ESMA on earlier RTS drafts.
Paul Gibson attended SEFCON V on November 13.