Event
February 3, 2013 - Editor
Vote Results: Replicating CCP VaR Plans
A modest number of votes but interesting even so. All but one voter is actively working towards achieving this, no-one trusts their FCM to deliver
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January 29, 2013 - Editor
Vote: Plans to replicate CCP IM Calculations
In the Exchange Traded Market, firms often use software like GMI or Rolfe & Nolan to replicate and reconcile the amount of IM a CCP
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January 28, 2013 - Editor
Downloads From the NCMF Clearing Conference on Jan 17th
On Jan 17th I hosted and presented at the Nordic Capital Markets Forum Clearing mini-Conference, the presentations from a variety of speakers can be downloaded
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January 25, 2013 - Editor
Space Drinks – Tuesday 29th in London
Sadly at least 3,650 historic scenarios have gone by since my last big birthday. Some of those have been stress scenarios, but fortunately few. To
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January 21, 2013 - Editor
Understanding Historic VaR
Pretty much all the CCPs are using Historic VaR for their Rates business, as evident in this chart. At a recent event, I pointed out
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January 8, 2013 - Editor
Nordic Capital Markets Forum: Clearing Conference, Jan 17th
If you are a member of the NCMF (http://www.nordiccapitalmarkets.org) you will be receiving an invitation to a conference next week very shortly. The event will
Event >>
January 7, 2013 - Editor
Collateral Management and Client-On-Boarding: Practical Guidelines for the Adoption of Central Clearing
Catch me in London at this prestigious and unmissable event via Incisive Media. 15% discount if you get moving quickly. Home – Collateral Management and
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November 30, 2012 - Editor
Free Webcast: End-User Exception to Central Clearing Dec. 4th at 1 p.m. Eastern : The Swap Report
Free Webcast: End-User Exception to Central Clearing Dec. 4th at 1 p.m. Eastern : The Swap Report.
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November 22, 2012 - Editor
Patrick Pearson at TradeTech: Fearsome extra-territoriality problems
Patrick informed us that the EU had conducted a ‘colonoscopy’ (his words) on the US DFA rules, in comparison to the EU EMIR rules. He
Event >>
October 27, 2012 - Editor
CME Swap Futures Video
CME published a video on the launch of their forthcoming swap futures, you can watch on-line here, or watch / download using the copy below.