January 2015

'News' Bilateral Margin Rules for Uncleared Swaps to Move? 19 January 2015 | Bill Hodgson

Steven Maijoor makes a comment at a conference in Hong Kong

'Articles' Cross Margining of EUR IRS & Euro Fixed Income Futures 19 January 2015 | Byron Baldwin

An analysis was carried out of three relative value DV01 neutral Euro Asset Swap trades, 1) Euribor Strip versus Two Year IRS, 2) Schatz Futures versus Two Year IRS and 3) Bund Futures versus Ten Year IRS comparing the margin clearing the products

'News' ISDA boosts global push with new appointments 16 January 2015 | The Trade News Feed

The International Swaps and Derivatives Association bolstered its senior staff with new additions and roles in order to respond to the mounting cross-border issues facing the market.

'Articles' 2015 CFTC Regulatory Agenda 15 January 2015 | The Swap Report Feed

By Tom Watterson and Patricia Dondanville

'Articles' West Wheelock Capital: removing rollover risk 15 January 2015 | Risk Magazine Feed


Hedge fund seeking to broker long-dated collateral trades

'Articles' Finadium: Perspectives on Direct Borrowing and Lending 14 January 2015 | Securities Finance Monitor Feed

Finadium has released a new research report in our Finadium for Investors series, “Perspectives on Direct Borrowing and Lending”.

'Articles' Getting real in 2015: why use a securities lending CCP? 13 January 2015 | Securities Finance Monitor Feed

2015 is shaping up to be the year of the securities lending CCP; banks, agent lenders and beneficial owners are all now preparing themselves for this important market move.

'Articles' Risk awards 2015: The winners 13 January 2015 | Risk Magazine Feed

Risk Awards 2015 logo

Societe Generale is top house, BlueMountain's Feldstein lands lifetime award

'Articles' US banks call for action on clearing houses 12 January 2015 | Financial Times | Clearing and Settlement Feed

Treasury secretary asked to examine the ‘serious risks’ posed by a collapse

'Events' FIA/SIFMA Asset Management Derivatives Forum 12 January 2015 | Bill Hodgson

February 4-6, 2015, St. Regis Monarch Beach Resort, Dana Point, CA

'Articles' 2014 look back, 2015 look forward… 09 January 2015 | JDX Consulting Feed

2014 was another year of unprecedented change, and 2015 is shaping up to be the same. We look back at some of the areas of focus for the OTC Derivatives and Securities Industry in 2014, and the areas we believe will dominate 2015.

'Events' Deluge or Drought in Liquidity Markets? | A One Day Conference on Feb 6th 09 January 2015 | Bill Hodgson

This event will address the issues of greatest concern for firms: collateral availability, strategies to comply with regulations and dispute management. 20% discount for OTCS readers, see code within this article.

'Articles' Senate approves margin carve out for non-financials 09 January 2015 | Risk Magazine Feed

capitol hill

Bill confirming margin exemption now needs President Obama's approval

'News' Buy-siders up in arms over new ISDA derivatives protocol 08 January 2015 | The Trade News Feed

Bill: The ISDA 'stay' protocol serves a regulatory purpose in the US but has repercussions on the buy-side, which this article covers extensively.