Interest Rate Swaps

First USD IRS Trade Cleared at Eurex

+0
21 Views

News Flash: Eurex clears our first USD IRS and also becomes the second largest OTC CCP in Europe.

Share
Category

EurexOTC Clear welcomes Union Investment

+0
15 Views
Share
Category

IMN & SFIG ABS Vegas 2014 | Conference

+0
11 Views

There are just a couple more days to go before IMN & SFIG host their first annual ABS conference at the Cosmopolitan Hotel, Las Vegas.

Share
Category

JSCC and Clearing of Yen Interest Rate Swaps

+0
34 Views
JPY Cleared Swaps

For a while now I have wanted to look into what is happening outside the US in terms of clearing of interest rate swaps. The news late last year that Japan Securities Clearing Corporation (JSCC), was awarded Clearing House of the Year by Asia Risk magazine (PDF), reminded me of this intention, so I decided to take a deeper look.

Share
Category

Weekly Roundup | Clearing & Collateral Management | 3 December 2013

+0
12 Views

Clearing

Survey of CCP Progress Since the US Clearing Mandate Kicked In

Share
Category

Moscow Exchange launches clearing of OTC derivatives with Central Counterparty

+0
21 Views

Moscow Exchange opened its new Standardised OTC Derivatives Market on 28th October.

The service allows banks and dealers to clear OTC interest rate, FX, and cross currency swaps through the NCC, which is a qualified central counterparty.  This will reduce participants" capital requirements and increase profitability due to more efficient liquidity management.

Share
Category

Weekly Roundup | Trade Reporting & Market Commentary | 28 Oct 2013

+0
19 Views

Trade Reporting

The Global LEI System - A Key Pillar Of Risk Management

William Hodash, Managing Director, DTCC and Chairman of The CICI Utility charts the path towards a Global LEI system. ISS Mag: The Global LEI System - A Key Pillar Of Risk Management.

Share
Category

Javelin the first SEF to submit MAT determination request

+0
10 Views

Javelin SEF, LLC has provided its determination of Made Available to Trade (MAT) of certain Interest Rate Swaps made pursuant to Parts 37 of the Rules of the Commodity Futures Trading Commission on 18 October 2013.

Share
Category

Footnote 15 Currency and Rates Portfolios Can Be Portfolio Margined | BCBS Proposal for Margin on Un-Cleared OTC Derivatives

+0
22 Views

The text of footnote 15 (page 12) in the Summary Of The Proposals for Margin on Uncleared OTC Derivatives reads thus:

"Currency and interest rate derivatives may be portfolio margined together for the purposes of these requirements. As an example an interest rate swap and a currency option may be margined on a portfolio basis as part of a single asset class."

Share
Category

Did Swaps Businesses Dig Their Own Graves? | Reaction to FOW Article

+0
3 Views

For those of you who missed Philip McBride Johnson's wonderfully spluttering article in Futures and Options World, published recently, it's certainly worth a read. McBride Johnson states his case; that the unequal initial margin (IM) treatment for swaps and swap-futures is entirely the fault of the very swap participants complaining in the first place.

Share
Category