Basle III

September 12, 2018 - Editor
The Model Risk Management Forum is Next Week. Special Offer for Readers
The OTC Space is pleased to invite you to the Model Risk Management Forum on 19-20 September in London. Get to grips with the best
Basle III >>

November 7, 2016 - Editor
Rocket 8 Magazine – Blast Off Approaching
Our magazine Rocket 8 is coming soon, packed with inside viewpoints and expert knowledge. Save or update your address to be eligible to receive a copy
Basle III >>

September 16, 2016 - Editor
Arbitrage and the Leverage Ratio
Ever since the dramatic banking collapse in 2008 Regulators and Central Banks have been pre-occupied with finding the magic bullet that prevents another systematic financial
Basle III >>

August 12, 2016 - Editor
Get Your Copy of The Rocket 7 PDF Here
Where else can you get such useful insight into the OTC markets for free? Articles in Rocket 7 cover MiFID II Data Quality, Staying Ahead
Basle III >>

April 28, 2016 - Editor
Rocket 6 Downloadable PDF Edition Available to Registered Readers
The PDF (downloadable) edition of Rocket is now available, including articles on ISDA Protocols, The Future of Trading, Indirect Clearing, Front and Back Loading, Anti-Abuse
Basle III >>

April 27, 2016 - Editor
The ‘missing link’ in today’s interest rate derivatives markets for LDI strategies
Interest rate markets have changed substantially since the financial crisis, both visibly and also less obviously in their market structure. These differences challenge asset management
Basle III >>

February 15, 2016 - Editor
Compressions: a controlled risk to improve the leverage ratio under Basel III
The disclosure of the leverage ratio in Basel III has put pressure on banks to improve their capital levels. In April 2015 Commerzbank announced raising
Basle III >>

October 28, 2015 - Editor
Rocket 5 – Blast Off Approaching
The team here at The OTC Space are pleased to announce the upcoming launch of Rocket 5. With all original content, we're confident it's going to
Basle III >>

May 11, 2015 - Editor
The application of mathematical models to measure collateral concentration risk
The financial system is shifting towards greater use of collateral to mitigate counterparty credit risk. On a systemic basis, this is reducing credit risk; however
Basle III >>

April 2, 2015 - Editor
Pure Agency: Reducing Client Clearing Bank Capital Burdens
With adjustments to Basel III nearing completion, it's not clear whether client clearing ROE can be rendered sustainable by clearing fee increases alone. Here I