Focus
May 2014
'Articles'
How Ready Are Firms for Mandated European Clearing? | Make Your Voice Heard
20 May 2014 | Bill Hodgson
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.
'Articles'
Moving from VaR to ES | What Difficulties are Involved?
19 May 2014 | Ben Larah
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.
'Events'
Featured Event
International Derivatives Week | London 10th June
19 May 2014 | Bill Hodgson
2014 will be an important year for cross-border rules as Europe becomes the next frontier in global regulation.
'News'
RBS to Wind Down OTC Client Clearing Business
19 May 2014 | Bill Hodgson
The only way cost is going for OTC products is up - and the result will see structural changes to the firms operating in the OTC market.
'News'
Procyclicality of Risk Based Initial Margin Models | Bank of England Research
16 May 2014 | Bill Hodgson
The Bank of England have published a study into the way IM models work when reacting to stressed market conditions, comparing models such as VaR, Historic Simular VaR and HSVaR with an Exponentially Weighted Moving Average (EWMA) filter.
'News'
ISDA and FIA Europe Publish European Cleared Derivatives Execution Agreement
15 May 2014 | Maria Leontiou
The International Swaps and Derivatives Association, Inc.
'Articles'
Demystifying FVA
14 May 2014 | Ben Larah
There has been some confusion recently over Funding Value Adjustment (FVA).
'Articles'
2014 Glossary of Financial Terms | Sapient
12 May 2014 | Ben Larah
Sapient Global Markets' annual Glossary of Financial Terms is one of the industry's most comprehensive guides to the latest terminology for capital and commodities markets.
'Events'
Featured Event
Free Webinar: Buy Side Collateral Management - Challenges and Opportunities
12 May 2014 | Bill Hodgson
The free webinar by 4Sight and Rule is on next week, covering many aspects of how to implement an effective credit risk reduction programme using collateral management. More details here:
'News'
Shield Bug and Pasque Flower
09 May 2014 | Bill Hodgson
I had to post this photo - it's the second Shield Bug I've got a good photo of - those of you who've received a business card from me may have seen the other, a green variety on an Echinacea.
'News'
LSEG Looking to Compete with CME Deliverable Swap Futures
09 May 2014 | Bill Hodgson
LSE Group moving into Swap Futures?
'News'
CFTC Announced Package Trade MAT Phasing
08 May 2014 | Jon Skinner
CFTC unveiled its approach to removal of the package trade exemptive relief on the SEF MAT obligation. The short term focus is on MAT swap vs mandated cleared swap package and swap spreads vs US Treasuries.
'News'
EMIR Front-Loading Move From ESMA
08 May 2014 | Bill Hodgson
Front-loading, the obigation to move trades into clearing retrospectively is a major problem for pricing OTC trades. ESMA has written a letter / proposal to the European Commission to try and defuse this unexpected consequence of EMIR.
'News'
European Trade Reporting "Has Gone Quite Well" | Chairman of ESMA
07 May 2014 | Bill Hodgson
A speech by Steven Maijoor, Chair, European Securities and Markets Authority comments on European Regulation and future challenges to market reform.
'News'
Featured News
Optimising the use of collateral | White-paper from Collateral World Advisory Board
06 May 2014 | Bill Hodgson
With cleared derivatives set to require between $0.5tn and $2.6tn of additional collateral, buy and sell side firms are increasingly looking for ways to lower their costs and monetise their collateral
'Articles'
The impact on collateral operations | Risk & IBM survey
03 May 2014 | Maria Leontiou
Risk magazine sponsored by IBM conducted a global survey from 28 February until 27 March 20
'Events'
Allen & Overy Free EMIR Seminar | 19th May London
01 May 2014 | Bill Hodgson
Law firm A&O provide a range of free briefings, even with food and drink included, the schedule is over at http://www.aoseminars.com. In particular I spotted their next event on EMIR:
'News'
Video Introduction to SwapClear EMIR Segregation Accounts
01 May 2014 | Bill Hodgson
SwapClear have created a video explaining their five EMIR account models.
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