The European Supervisory Authorities (EBA, EIOPA, ESMA - ESAs) published today the final draft Regulatory Technical Standards (RTS) outlining the framework of the European Market Infrastructure Regulation (EMIR).
CME plan to clear IR Swaptions from April 11th, something not apparently in the pipeline from SwapClear.
As an executive careers coach, I’m often asked whether I have been able to help my clients make progress with their careers. The answer is, of course, yes in the majority of cases. I am able to combine various coaching techniques and practices, my many years of experience, some common sense and a sprinkling of magic to help clients get the positive career momentum they need. However, a large part of what I do is to help clients refocus their minds and plans, and crucially, to help them get out of their own way.
I spotted this story over at Euromoney....
A video commentary on the prospects for the LSE-DB merger and the effects on Asia, by William Barkshire, one of our contributors. Also thoughts on ICE or CME getting involved and going after LSE.
US exchange offer would scupper planned ‘merger of equals’ with German operator
TSAM brings together senior decsion-makers and analysts alike, from a broad blend of large asset managers and smaller investment boutiques. Hundreds of your peers from across the buy-side landscape gather at TSAM annually for the most comprehensive summit in Europe. As a registered OTC Space reader, you can book this event using a 20% off discount code, available at the bottom of the announcement.
In the last edition we covered the significance of A-Players in the current OTC Market and discussed the benefits of hiring A-Players you already know.
A comprehensive 2 day conference exploring compliance with new European and US regulations governing cleared and non cleared OTC derivatives.
Market participants and investors have underestimated the impact that the Basel Capital Framework is having on both the buy-side and the sell-side.
Join us in Vienna for the 25th Annual Securities Finance and Collateral Management Conference 2016
Posted by Kara M. Stein, U.S. Securities & Exchange Commission, on Wednesday, February 24, 2016
FSB seeks feedback on report which considers possible measures of the re-use of non-cash collateral.
Derivatives are financial instruments that are linked to specific financial instruments, indices, indicators or commodities, and through which specific financial risks can be traded in financial markets in their own right. Derivatives contracts are usually settled by net payments of cash, that often occurs before maturity.
Within the next 18 months the impact of mandatory clearing and the margin on bilateral OTC trades will begin to reshape the OTC market.
See here for the notes from ETR Advisory taken at Tuesday’s public REMIT workshop held at ACER’s premises in Ljubljana on 16th February. The notes attempt to cover the comments and questions discussed in the room.
European CCPs have recently started to publish lots of quantitative data covering their Default Fund, Initial Margin, Collateral, Credit Risk, Liquidity Risk and other Financial Disclosures.