The continued drive to eliminate market abuse in financial markets is now focusing on the energy trading markets.
Jolly networking with The OTC Space team
We like to stay on top of market trends here at Clarus, and following-on from Amir’s blog yesterday on the sharp rise in uncleared, back-dated EUR IRS, I’ve been taking a look at my “alma-mater” – Cross Currency Swaps. As…
The advantage of a dashboard view is that it can quickly highlight interesting information. Looking at the SDRView Res dashboard this morning, I was surprised to see the following: Showing massive EUR IRSwap volumes on 19-Nov and 21-Nov, which wer
The 2nd edition of our magazine Rocket is now available to download, a bumper 68 page edition. Readers who have given their postal address should receive their copies soon.
Mandatory clearing and the prospect of non-cleared swaps moving into a fully-margined environment are starting to weigh heavily on bank P&Ls and available capital.
Early in November I chaired the FTF DerivOps conference in NY.
30% discount for OTCS readers
Clearing and Settlement World is the only conference to offer buy and sell side securities and derivatives operations professionals the opportunity to get a 360° perspective on how they can ready their people, processes and technology for the regu
Basis Swaps (or IRS Switches) between pairs of CCPs are increasing in volume.
Bill: I think in regulatory speak this means a delay... until the Commission provide feedback to ESMA on earlier RTS drafts.
Paul Gibson attended SEFCON V on November 13.
The proposed margin rules from the CFTC and the prudential regulators, when considered alongside the existing CFTC collateral segregation rules, present the potential for three different collateral segregation regimes applying to initial margin po
This report outlines a conceptual blueprint for the implementation of an effective policy for collateral transfer pricing (CTP) to improve overall efficiency in asset usage for firms
Please join us to discuss the past year of risk management and what is in store for the next year. The evening will be filled with industry expert
Swaps market liquidity for Euro denominated interest rate contracts has decisively split between US and Non-US Persons