My latest piece in FTSE Global Markets: Asset protection isn’t as simple as it seems - FTSE Global Markets
A new service from Thomas Murray aims to give firms choosing a CCP an insight into the underlying risks of the CCP itself, part of your due diligence process to justify whatever choice you make:
With the help of Will Woodward at Aite Group the CCP chart is now updated from the
From Philip Stafford at the FT: Ian Axe to step down as CEO of LCH.Clearnet.
Here's the score sheet for TRs in Europe so far, in addition to the ITR below.
I went looking for the source of this story on the FT below, as Philip doesn't really explain anything clearly and most of the article is background.
Following on from my article of June 25th, Mandatory Clearing, June 10, Week Two and CME or LCH, I wanted to update the figures with more rec
A recent article in Risk Magazine states that insurance companies are struggling to move to OIS discounting for the
DP have made a tool in which you can click on various types of exposure and see the underlying capital calculations relating. It includes the rules in the existing Basle 1 approach and the new Basle III approach.
A tiny PDF popped out on the LCH website which useful shows the revenue and notionals for the various LCH clearing businesses.
LCH now able to offer IRS, FX NDFs and CDS in North America.
Finadium has published a new report in which it presents the results of a new survey of large end-users in the OTC derivatives clearing and collateral market.
An interesting paper spotted by SFM, with their summary, a link to the original paper and further background. It needs time to read but worth it.
A brief profile of Markit and it's history. Markit: Plumbers in suits | The Economist.
The authorisation date for European Trade Repositories has moved, and therefore pushed the start date for all asset classes to Jan 1st 2014, just when the hangovers are worst.