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July 2013

   
'News' Front Office Analytics for CVA, Capital and Margin 30 July 2013 | Bill Hodgson

One of the challenges facing traders in the future OTC ecosystem is the greatly increased indirect costs of each trade.  Markit have added to their front office "IRM" tool the ability to analyse a trade in terms of:

   
'News' The New Cost of Hedging | TABB Forum Interview 26 July 2013 | Ben Larah

I was interviewed last week by TABB TV about Sapient's Cost of Clearing study.

   
'News' Are you prepared to report your derivatives transactions ? | Deloitte 25 July 2013 | Maria Leontiou

It's probably by far the best presentation on trade reporting I have come across, at least until today.

   
'News' What the banks’ three-year war on Dodd-Frank looks like - Sunlight Foundation 25 July 2013 | Bill Hodgson

Brilliant info-graphic on the engagement between many parties and the regulators over the last three years on the DFA.

   
'News' CCP Risk Assessments | How to Choose a CCP 24 July 2013 | Bill Hodgson

A new service from Thomas Murray aims to give firms choosing a CCP an insight into the underlying risks of the CCP itself, part of your due diligence process to justify whatever choice you make:

   
'News' Is CFTC "Guidance" law? 21 July 2013 | Bill Hodgson
   
'News' Did Swaps Businesses Dig Their Own Graves? | Reaction to FOW Article 18 July 2013 | Ben Larah

For those of you who missed Philip McBride Johnson's

   
'News' Ian Axe Resigns From LCH 18 July 2013 | Bill Hodgson

From Philip Stafford at the FT: Ian Axe to step down as CEO of LCH.Clearnet.

   
'News' The Independent Trade Repository | European Trade Repositories So Far 16 July 2013 | Bill Hodgson

Here's the score sheet for TRs in Europe so far, in addition to the ITR below.

   
'News' Settlement houses in repo collateral deal - FT.com 15 July 2013 | Bill Hodgson

I went looking for the source of this story on the FT below, as Philip doesn't really explain anything clearly and most of the article is background.

   
'News' USD IRSwap Client Clearing, CME or LCH? 15 July 2013 | Amir Khwaja

Following on from my article of June 25th, Mandatory Clearing, June 10, Week Two and CME or LCH, I wanted to update the figures with more rec

   
'News' OIS Discounting Still Causing Headaches 12 July 2013 | Ben Larah

A recent article in Risk Magazine states that insurance companies are struggling to move to OIS discounting for the

   
'News' U.S. Basel III Final Rule: Standardised Risk Weights Tool | Davis Polk 12 July 2013 | Bill Hodgson

DP have made a tool in which you can click on various types of exposure and see the underlying capital calculations relating. It includes the rules in the existing Basle 1 approach and the new Basle III approach.

   
'News' Interim Financial Results for LSE / LCH | Cleared Notionals & Revenue 12 July 2013 | Bill Hodgson

A tiny PDF popped out on the LCH website which useful shows the revenue and notionals for the various LCH clearing businesses.

   
'News' LCH.Clearnet to Clear Credit Default Swaps for US Clearing Members 12 July 2013 | Bill Hodgson

LCH now able to offer IRS, FX NDFs and CDS in North America.

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