An analysis was carried out of three relative value DV01 neutral Euro Asset Swap trades, 1) Euribor Strip versus Two Year IRS, 2) Schatz Futures versus Two Year IRS and 3) Bund Futures versus Ten Year IRS comparing the margin clearing the products
The International Swaps and Derivatives Association bolstered its senior staff with new additions and roles in order to respond to the mounting cross-border issues facing the market.
An analysis was carried out over the margin savings between cross currency / cross margining savings - in this analysis between EUR IRS and USD IRS - versus cross product cross margining savings i.e.
Hedge fund seeking to broker long-dated collateral trades
Welcome to 2015. To kick off the New Year in OTC markets news, we are looking at regulations, regulations, and then for a slight change we look at regulations –in Asian markets.
Finadium has released a new research report in our Finadium for Investors series, “Perspectives on Direct Borrowing and Lending”.
2015 is shaping up to be the year of the securities lending CCP; banks, agent lenders and beneficial owners are all now preparing themselves for this important market move.
As the CCP market continues to expand, with clearing houses offering an increasing number of clearable securities and netting efficiencies, there is an increased focus on the fate of OTC derivatives that are as yet unclearable.
Societe Generale is top house, BlueMountain's Feldstein lands lifetime award
Treasury secretary asked to examine the ‘serious risks’ posed by a collapse
February 4-6, 2015, St. Regis Monarch Beach Resort, Dana Point, CA
2014 was another year of unprecedented change, and 2015 is shaping up to be the same. We look back at some of the areas of focus for the OTC Derivatives and Securities Industry in 2014, and the areas we believe will dominate 2015.
This event will address the issues of greatest concern for firms: collateral availability, strategies to comply with regulations and dispute management. 20% discount for OTCS readers, see code within this article.
Global regulatory reforms have yielded multiple data problems, especially for collateral and margining management. This has caused an overriding demand for transparency.
Bill confirming margin exemption now needs President Obama's approval
Chinese financial markets had an important 2014. The highlight was undoubtedly the November launch of Hong Kong-Shanghai Stock Connect, a new cross-border investment channel. However, 2015 will be an even more significant year for Chinese market liberalization.
Bill: The ISDA 'stay' protocol serves a regulatory purpose in the US but has repercussions on the buy-side, which this article covers extensively.