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October 2013

   
'News' CCP Clearing: Best Practices for Pre-trade Workflow | DerivSource 08 October 2013 | Bill Hodgson

A free webinar from DerivSource on Clearing, including these speakers:

   
'Articles' Pricing and Risk Management of Credit Default Swaps | OpenGamma 07 October 2013 | Bill Hodgson

A 'clean room' rebuild of the pricing for a CDS, which uncovers errors in reference code. If you're into maths, this is the paper for you.

   
'News' Swap Execution Facility Trading Volumes: Here are the Real Numbers | Kevin on the Street 05 October 2013 | Bill Hodgson

If you want to know the volumes of trades at SEFs following the official start of SEF trading this week, Kevin has assembled the stats and the links.

   
'News' EMIR Self-Reporting for Non-Financials. Is this really an option? 04 October 2013 | Maria Leontiou

The funny thing about this regulation is that we all strive to comply with it while its timelines and standards are still evolving.

   
'News' Remembering Lehman: CCPs hardwire collapse into models - Risk.net 03 October 2013 | Bill Hodgson

Does anyone remember Lehman? The market scenarios from Autumn 2008 built into many CCP IM models will now begin to drop out, reducing IM requirements for some products.

   
'News' Trading on SEFs from October 2nd was Day One. What does the SDR Data show? 03 October 2013 | Amir Khwaja

As yesterday was the first day for Swap Execution Facilities (SEF) trading, I decided to look at what the data in a Swap Data Repository (SDR) can tell us about what happened on Day 1.

   
'News' Jeff Gooch becomes CFO of Markit 02 October 2013 | Bill Hodgson

Mentioned already in some places on-line (including my twitter feed) but here's the details:

   
'Articles' Client Clearing of Interest Rate Swaps at CME and LCH 01 October 2013 | Amir Khwaja

As two months have passed since my article USD IRSwap Client Clearing, CME or LCH?,

   
'Articles' SEFs: A Brief History of Time (One day to go) 01 October 2013 | Jon Skinner

WE'RE NEARLY THERE

September 2013

   
'News' Futures reporting delay "will not take place" says EC's Pearson - Risk.net 27 September 2013 | Bill Hodgson

As hinted at yesterday, it appears that the only option available to delay ETD reporting is for ESMA not to approve any TR until the many data format and structural issues are resolved.

   
'News' Patrick Pearson speaks on ETD Delay 26 September 2013 | Bill Hodgson

Overheard at a conference, a comment by Patrick Pearson: "there will be no delay to ETD reporting". Can anyone else confirm this? Bill  


   
'News' Is FARP a taper alternative? | Fast start for the new Fed facility 26 September 2013 | Jon Skinner

The apparently fast start (Monday) of the Fed's FARP - coming just after the unexpected announcement not to taper - has caused some to speculate this is an alternative to the taper.  But is it?

   
'News' SDRFix, a Progress Report Two Weeks After Launch 25 September 2013 | Amir Khwaja

On Sep 11, we went public with SDRFix and s

   
'News' REGIS-TR & Abide Financial Partner to Deliver MiFID and EMIR Reporting 25 September 2013 | Bill Hodgson

Customers of Abide and REGIS can now achieve compliance with both EMIR and MiFID as the two firms have announced a link-up.

   
'News' B.I.S.S. Financial IT Magazine - Summer 2013 25 September 2013 | Bill Hodgson

In this issue, industry experts opinions are expressed in many of the most important issues that face global Financial Services Firms today. Topics covered include:

   
'News' Michael Davie becomes CEO of LCH Ltd 25 September 2013 | Bill Hodgson

With the departure of Ian Axe, Michael Davie has become CEO of LCH Ltd, with Jacques Again, Chairman of LCH Group, becoming Interim Executive Chairman of LCH Group, bridging Ltd and SA in Paris.

   
'News' ESMA rejects GFMA proposal on dual reporting | Risk.net 24 September 2013 | Maria Leontiou

One of the major differences between EMIR and DFA is that under EMIR, both counterparties have the responsiblity to report using a single UTI.

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