A paper for the quants, about how markets behave in a low interest rate environment, and how this relates to VaR, and therefore margin exceptions in clearing (or outside for that matter).
A note from LCH below explains that they intend to complete the process of aligning the default fund of each clearing business vertically, and end the horizontal approach of having a general default fund.
LCH published a member note (here) regarding "invoicing back" which is component of resolving a default.
Insight have built their own legal framework to give their customers the best possible service once in clearing, read about it over at Derivsource.com.
The post below is a trailer for a paid report, which itself looks interesting, but you need to be a subscriber.
I really don't know what happened on April 1st but a whole lot of fake posts reached the site, it's a mystery. Apologies to anyone who saw the stories below and might have used them believing them to be legitimate.
From DP: One key provision of the Dodd-Frank Act requires reporting of swap transactions. The Commodity Futures Trading Commission has finalized detailed regulations in this area that are being implemented in phases.
Global Futures Volume Report | OTC Clearing and Regulations. See page 22 of the PDF for volume change by exchange, quite interesting.
Collateral Management system vendor 4sight has published their views on the ROI when using collateral optimisation, the paper is on their news page below entitled "Collateral Optimisation Whitepaper", link below.
Despite a year's worth of planning and preparation this idea still hasn't moved forward - without this happening I can't see much progress on CDS margining for ICE or rule making at the ex-SEC.
This post has been removed. If you arrived here via a google search, please disregard any materials regarding the FSB from this page.
As everyone keeps saying, there will be unexpected outcomes from the new regulations, and one of them is about to turn the ISDA CSA upside down.
A new service from google aims to add an olfactory aspect to web browsing, full details here: http://www.google.com/intl/en/landing/nose/.
Press release: The OTC Space is proud to announce its launch into the crowded trade reporting space and believes it brings new thinking to the challenge: - Partnership with key leaders in managing 'big data', such as Facebook and Google - The wide
Easter seems to be the time to announce new TRs under ESMA, LSE got in on the act too. See story via link below.
The BoE report mentioned an LCH incident - it's on their website too, just not something we were all focussed on that night ;-) LCH.Clearnet Group - Member Notices - Circ
ICE move into the EU TR Space and offer to store OTC and ETD derivatives using their upstream links with MTFs etc.
- « first
- ‹ previous
- next ›
- last »