IOSCO have published their final document on the risk mitigation standards to be applied to non-cleared OTC derivatives, which can be found here.
Here are my latest securitization issuance charts for the United States and Europe. Shortly I hope to add Australia, Canada and Japan when the data becomes available.
The European Securities and Markets Authority (ESMA) has today published an Opinion on the Draft RTS on the Clearing Obligation on Interest Rate Swaps.
First big platform to announce coverage of the requirements for Dec 1st
Eurex Clearing has implemented documentation compatible with the market standard client clearing documents and has published UK and German Capital Requirements Regulation (CRR) opinions.
Regulators raised the need for cultural change in financial markets behaviour during the aftermath of the 2008 crash, however behaviour/conduct risk have long been an implicit part of financial institutions’ risk management programmes under Basle II and Basle III.
Maria points out a candidate for the longest single derivatives sentance award.
My interest in longevity risk transfer markets goes back to a 2006 International Monetary Fund (IMF) working paper on the limits of risk transfer markets, an April 2012 IMF Global Financial Stability Report (GFSR) chapter on longevity risk transfe
CFTC discussing margin rules reprieve with other US regulators
Bill: a 2nd clue that the Dec 1st date for the bilateral margin rules may move.
ESMA has today added Athens Exchange Clearing House to its list of authorised CCPs under the European Market Infrastructure Regulation (EMIR).
Deutsche Börse Group has received regulatory clearance for its futures exchange Eurex to launch a clearing house in Singapore with an eye to go live in 2016.
List of central counterparties (CCPs) established in non-EEA countries which have applied for recognition under Article 25 of Regulation (EU) No 648/2012 of the European Parliament and of the Council of 4 July 2012 on OTC derivatives, CCPs and tra
We have heard from our sources that Trayport and EFETNet are planning to offer connectivity between their platforms for REMIT, alongside their standalone offerings.
Once described as the largest but least noticed banking system in the world, Prime Brokerage is the gateway between Fund Managers and the marketplace.
Steven Maijoor makes a comment at a conference in Hong Kong