Funding and Capital Economics

Euro Bond Futures versus Eurex Swap Futures - Creating Synthetic Euro Asset Swaps - Margin Efficiencies

+0
19 Views

Euro Synthetic Asset Swaps can be created by using Eurex Bond Futures and Eurex Swap Futures in a range of maturities

Share
Category

THE IMPACT OF BCBS/IOSCO ON COLLATERAL | Whitepaper From Sungard

+0
9 Views

​Alex Soane, product manager, operations for SunGard’s Apex Collateral solution, assesses the Basel Committee on Banking Supervision (BCBS) and the International Organization of Securities Commission’s (IOSCO) proposed plan to further mitigate the risk of non-cleared derivatives.

It is important to understand that the impact of this regulation is far reaching; arguably more so than central clearing due to the breadth of liable parties and the non-standard trade types covered.

Share
Category

Portfolio Compression: Win-Win to Avoid Cherry Picking (Part 3/3)

+0
24 Views
Portfolio Compression

Cherry Picking occurs when a company in default collects money from counterparties but waits to pay them only if there is money left when the administration process is completed. Several reasons may prevent from netting values owed against receivables or profits. For example if the jurisdiction does not allow for netting, if there are no netting agreements in place, or simply because contracts are paid in different currencies making it impractical to net, among other reasons. Compressions can help in the challenging task of reducing counterparty risk when netting is not possible.

Share
Category

GMEX and Tradition Partnership | CMF Contracts

+0
14 Views

GDI, the index development subsidiary of GMEX Group, has entered into a strategic partnership with interdealer broker Tradition. 

Share
Category

Weekly Roundup | 26th October 2014

+0
10 Views

Recent news headlines indicate that the markets are still assessing the impact and implications of the high volatility day on October 15

Share
Category

Optimisation: An Opportunity For The Buy-Side to Take Advantage of the Collateral Shortfall

+0
14 Views

As stated by the International Capital Market Association in April 2014, new regulations are having an impact across all areas of collateral fluidity.

Share
Category

Rocket Edition 2 | Blast Off Approaching

+0
8 Views

Edition 2 coming soon - make sure you save your postal address into your profile

Share
Category

Eurex Euro Secured Funding Futures & Cleared IRS

+0
9 Views

In the new world of mandatory OTC Clearing, daily mark to market valuations of Cleared IRS positions create funding cash flow requirements. The owner of an in-the-money IRS position will receive a cash amount from the Clearing House and vice versa for the owner of an out-the-money position. In addition, the receiver of the cash Variation Margin (VM) is required to pay daily Price Alignment Interest (PAI), i.e. EONIA for Euro swaps, on the total of the mark to market of his position.

Share
Category

Rocket Edition 1 | Downloadable for PC, Mac and Portable Devices

+0
29 Views

Get your copy of Rocket right away and send to your friends.

Share
Category