ESMA has today added the Holland Clearing House B.V. to its list of authorised CCPs under the European Markets
Infrastructure Regualtion (EMIR). EMIR requires EU-based CCPs to be
To the surprise of no-one, the EC has today confirmed that the QCCP deadline has been extended by six months to 15 June 2015.
There’s a whole lotta stupid in Frankendodd. A whole lot. The SEF Mandate is at the top of the list, but the “Swaps Pushout” isn’t far behind.
Swap futures platform GMEX has struck a deal with Eurex to list its products on the German futures exchange, with a view to go live in early April.
Last month, ISDA issued Principles on CCP Recovery, a short paper that crystallizes and makes recommendations on the adequacy and struct
Fee Waiver for Euribor and Simplified IR Hedging using Packs, Bundles and Strips
Sponsored Q&A: LCH Clearnet
Read the OTC Space off-line on your iPad, save articles, save attachments and favourite your favourites
BIS Quarterly Review - 7 December 2014 (BIS Press Release)
Bill: One of the main sources of solid data about the capital markets is the BIS review, the latest of which can be reached via the link below. OTC highlights include:
The clearing mandate, requiring central clearing of standardised OTC derivatives, is well and truly upon us. Despite this, there is clear concern as to whether OTC clearing will really make financial markets safer.
See here for a press release from TriOptima and DTCC about a reconciliation service between the DTCC TR and TriOptima.
The final installment of a series on the re-building of LIBOR
Eurex Trade Entry Services' Exchange For Swaps (EFS) Facility allows for the seamless off exchange execution of the Eurex Bond Futures leg of an IRS versus Bond Futures Euro Asset Swap trade.Here is an exampe of the Eurex Trade Entry Services' EFS
A reminder - come to our Christmas drinks on the 10th
Industry discussion over the loss-absorbing capacity of central counterparties has failed to consider the distinction between CCP risk and the risk of clearing members, a white paper from LCH.Clearnet has said.
Bill: People with long memories will know that LCH used to have an insurance policy as part of the Default waterfall, which fell away many years ago.
Senior changes at LCH