The problem is that the rules jump straight to the solution rather than defining success criteria for reducing systemic risk in the global capital markets.
The Only Event That Brings Together Treasury, Front, Middle and Back Office From Financial Institutions
24-25 June, 2014 | America Square Conference Centre, London, United Kingdom
How does Eurex cross-margin ETD and OTC products yet provide a stable and understanding margin approach, combined with cross-product default management?
Competition in the hybrid interest rates market expands later this year.
The all-in cost of participating in the OTC derivatives market is about to go up sharply – either through central clearing, or as a result of the new BIS (Bank for International Settlements) margin requirements for non-cleared derivatives, effective from December 2015
The latest BIS report on volumes in the OTC market shows two opposite trends for Rates and Credit derivatives
I know you think this about garden design in southern Europe, but instead it's the mysterious measurements needed to understand trades with optionality.
A new magazine is coming - "Rocket" from The OTC Space
Regulatory reforms have been at the forefront since the global financial crisis hit nearly six years ago – and it won’t be taking the back seat for a while yet.
Calypso have launched their new magazine "Ci" over at their new site for on-line reading here or sign up for a
I am quite swamped these days trying to gather all sorts of data on CCPs and their offerings and to my surprise I came across this pretty useful matrix in XLS format, a comparison analysis actually, on this page on the
Two more CCPs have been authorised by ESMA under EMIR.
Yesterday Eurex Clearing had a second consecutive landmark day. After 30 IRS trades on Wednesday, including the first USD cleared trades, yesterday was a record volume day.
Managing a successful business is about pursuing the appropriate business strategy based on the threats and opportunities that exist given the company's financial and managerial capabilities.
News Flash: Eurex clears our first USD IRS and also becomes the second largest OTC CCP in Europe.
The ESMA EMIR Q&A has been updated to version 8, the new or modified questions are listed below. They seem to be addressing 'long tail' issues and don't appear to create any new operational implementation details.
One of the questions which many in Europe would like to understand, is how ready (or not) firms are to participate in central clearing, especially now that ESMA are working through the regulatory process to begin mandatory clearing.
According to a Risk Magazine article (subscription required), medium-sized financial institutions are going to have a tough time moving from Value at Risk (VaR) to Expected Shortfall (ES) for the purposes of calculating trading-book capital requirements.
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