Clearing
April 23, 2021 - Editor
ISDA Survey: Initial Margin Collected by Top 20 Firms Up by Nearly 20% in 2020
The International Swaps and Derivatives Association, Inc. (ISDA) has published its latest annual margin survey, which shows a substantial increase in the amount of initial
Clearing >>
April 14, 2021 - Editor
Blockchain is going to change equities trading for good
A post-trade trial between Credit Suisse and Nomura indicates the future for equities clearing, if blockchain technology can be scaled to meet the needs of
Clearing >>
January 21, 2021 - Editor
How the skin in the game incentivises CCP risk management
Incentives are at the heart of CCP’s robust risk management. Our newly published paper delves into the key CCP concept of skin-in-the-game (SIG), considers its
Clearing >>
October 30, 2020 - Editor
ASX delays blockchain transition until 2023
ASX had flagged a delay to the project, which was scheduled for 2021, amid market turmoil in March. A proposed target of April 2022 has
Clearing >>
September 16, 2020 - Editor
LCH Clears First ILS Interest Rate Swaps
LCH has cleared the first Israeli Shekel-denominated interest rate swaps. ILS is the latest currency to be cleared at SwapClear, which offers clearing for interest
Clearing >>
July 10, 2020 - Editor
Cleared OTC Swaps Are Now Standardised?
ISDA has published a paper illustrating the wide variety of terms in cleared IRS. ISDA suggest that there may be a perception that by mandating
Clearing >>
July 3, 2020 - Editor
Quantile Completes First Cleared IR Optimisation Run With LCH
Quantile has completed its first cleared interest rate initial margin (IM) optimisation run with LCH. Clients accessing this new service benefit from superior risk management and
Clearing >>
May 28, 2020 - Editor
How Does CCP Skin In The Game Affect Risk Management?
The BIS have conducated a rigorous study using public metrics to look for a relationship between the amount of CCP capital at risk in the
Clearing >>
May 27, 2020 - Editor
Standard Chartered Clear SORA Swaps with LCH
Since 2005 the Monetary Authority of Singapore has been publishing the SORA benchmark each day. The Singapore Overnight Rate Average (SORA) is the volume-weighted average rate
Clearing >>
April 21, 2020 - Editor
EACH CCP Data Repository
Learn more about how European CCPs have adapted to the COVID-19 pandemic via the EACH resource page