Event



Featured image for “Vote Results: Replicating CCP VaR Plans”

February 3, 2013 - Editor

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

Featured image for “Vote: Plans to replicate CCP IM Calculations”

January 29, 2013 - Editor

In the Exchange Traded Market, firms often use software like GMI or Rolfe & Nolan to replicate and reconcile the amount of IM a CCP

Featured image for “Downloads From the NCMF Clearing Conference on Jan 17th”

January 28, 2013 - Editor

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

Featured image for “Space Drinks – Tuesday 29th in London”

January 25, 2013 - Editor

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

Featured image for “Understanding Historic VaR”

January 21, 2013 - Editor

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

Featured image for “Nordic Capital Markets Forum: Clearing Conference, Jan 17th”

January 8, 2013 - Editor

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

Featured image for “Collateral Management and Client-On-Boarding: Practical Guidelines for the Adoption of Central Clearing”

January 7, 2013 - Editor

Catch me in London at this prestigious and unmissable event via Incisive Media. 15% discount if you get moving quickly. Home – Collateral Management and

Featured image for “Free Webcast: End-User Exception to Central Clearing Dec. 4th at 1 p.m. Eastern : The Swap Report”

November 30, 2012 - Editor

Free Webcast: End-User Exception to Central Clearing Dec. 4th at 1 p.m. Eastern : The Swap Report.

Featured image for “Patrick Pearson at TradeTech: Fearsome extra-territoriality problems”

November 22, 2012 - Editor

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

Featured image for “CME Swap Futures Video”

October 27, 2012 - Editor

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.