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
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
Euro Synthetic Asset Swaps can be created by using Eurex Bond Futures and Eurex Swap Futures in a range of maturities
Bill: A stirring debate on whether the approach of cross-linking CCPs or "interoperability" is a good idea for the OTC and Futures market.
Statement from CFTC Commissioner J. Christopher Giancarlo
Bill: An interesting analysis from ClarusFT of the public Open Interest data from CCPs.
Join FOW on the 9th December for Derivatives World London
Bill: A useful summary from Aviv of the new consultation from ESMA on trade reporting in Europe.
As SEFs compete for volume, the number of swaps processed is one metric to monitor growth on the platforms. This competitive analysis displays where market participants are transacting and in what size.
Last week, I have introduced reference rates, their usage in financial industry, existing loopholes, attempted manipulation and proposed recommendations by FSB (with OSSG) to revamp these reference rates in order to make them robust and transparen
Bill: This is a CFTC Commissioner retrospecitvely bemoaning the approach of his own staff to regulating the OTC market, and how from his perspective the world is splitting into regional silos to avoid CFTC rules.
Bill: John Kiff has shown a chart which illustrates the dramatic drop in securitisation following the events of 2008. Add John Kiff to your home page by clicking Follow on his profile page.
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
Bill: The Bank of England have moved to reassure Andy Ross (of Morgan Stanley), given his worries about being a UK tax payer and having to back-stop the worlds single largest cleared pool of risk, down Aldgate High Street.
The FSB has provided a useful update on regulatory reform which includes some colourful charts below. The PDF is attached below for convenience, or else follow the link to visit the FSB website.
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