March 2016

'News' New REMIT Q+A issued this afternoon 24 March 2016 | Energy Trading Regulation Feed

Following the release of new examples and a new version of the Transaction Reporting FAQ earlier today(see here), ACER have this afternoon issued a new version of the REMIT Questions and Answers document, the 15th version, which can be found here.

'Articles' How Cash is Held by Clearing Houses 23 March 2016 | ClarusFT Feed

A lot has been written about the increasing systemic importance of Derivatives Clearing Houses, so I thought it would be interesting to see what the new CCP Quantitative Disclosures show on how cash is held by CCPs and the differences in practice

'News' Markit & IHS To Merge 21 March 2016 | Bill Hodgson

Markit to merge with IHS

'Articles' Single-Counterparty Credit Limits Rule 21 March 2016 | Harvard Law School Feed

Posted by Dan Ryan, PricewaterhouseCoopers LLP, on Monday, March 21, 2016

'Articles' New Free Validation Service for GTR Submissions 21 March 2016 | Lloyd Altman

Risk Focus have made a free service available to pre-validate submissions to the DTCC GTRs around the world.

'Articles' T-0 for SEC Reg SBSDR Compliance Date 21 March 2016 | Lloyd Altman

Hello friends. As the screenshot above indicates, today is Compliance Date for Securities Based Swaps Data Repositories to register under SEC Regulation SBSDR, which is a critical milestone on the way to Compliance Date for SEC Regulation SBSR.

'News' Did Anyone Foresee a Twix Based Metaphor for Clearing? 18 March 2016 | Bill Hodgson

Patrick Young and the Exchange Invest team make things much simpler.

'News' Introduction to OTC Space Video 18 March 2016 | Bill Hodgson

We made a short video about our site for the About page

'Jobs' Collateral Business Analyst: The Field Effect 18 March 2016 | David Field

The Field Effect is looking for a Collateral Business Analyst to join a fast growing consulting practice.

'News' Australian Non-cleared OTC Margin Rules 18 March 2016 | Bill Hodgson

In line with US and EU rules, the Australian Prudential Regulation Authority have released draft rules to apply margin to un-cleared OTC portfolios

'News' OTCS Now Available on Apple News 17 March 2016 | Bill Hodgson

Receive all your OTCS updates via Apple News.

'News' ESMA Risk Report Ranks Market Risk as Very High 17 March 2016 | ESMA Feed

ESMA maintains market risk indicator at highest level

Thursday 17 March 2016 13:37
'Articles' Final EU Margining RTS Published – Some Good, Some Bad. 16 March 2016 | Peter Ten-Broeke

On 8 March, the ESAs – ESMA, EBA and EIOPA – after a few delays, published the long awaited final draft Regulatory Technical Standards (“RTS”) which set out the margining requirements mandated under EMIR for non-centrally cleared OTC derivatives.

'Articles' SEF Order Book Pricing Can Rival RFQ for Interest Rate Swap Trades 16 March 2016 | Kevin McPartland Feed

New Greenwich Associates Report Urges Institutional Investors To Use Order Books in Tandem with RFQs   Stamford, CT USA —  A new quantitative research report from Greenwich Associates, Quantifying the Benefits of Order Book Trading to the Swaps Ma

'Articles' Off the Hook or Time to Prepare? Canada’s Derivative Clearing Rules Close to Final 15 March 2016 | Donna Bales

In February, the Canadian Securities Administrators (CSA) published a revision to National Instrument 94-101 Mandatory Central Counterparty Clearing of Derivatives (proposed clearing rule) for a 90-day comment period.

'Articles' Swaptions Clearing at CME 15 March 2016 | ClarusFT Feed

Last week CME Group announced that it will begin clearing Swaptions on April 11, 2016 and this triggered my interest in revisiting trading volumes and taking a deeper dive into margin requirements for Swaptions.