Basle III

Featured image for “The Model Risk Management Forum is Next Week. Special Offer for Readers”

September 12, 2018 - Editor

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

Featured image for “Rocket 8 Magazine – Blast Off Approaching”

November 7, 2016 - Editor

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

Featured image for “Arbitrage and the Leverage Ratio”

September 16, 2016 - Editor

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

Featured image for “Get Your Copy of The Rocket 7 PDF Here”

August 12, 2016 - Editor

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

Featured image for “Rocket 6 Downloadable PDF Edition Available to Registered Readers”

April 28, 2016 - Editor

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

Featured image for “The ‘missing link’ in today’s interest rate derivatives markets for LDI strategies”

April 27, 2016 - Editor

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

Featured image for “Compressions: a controlled risk to improve the leverage ratio under Basel III”

February 15, 2016 - Editor

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

Featured image for “Rocket 5 – Blast Off Approaching”

October 28, 2015 - Editor

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

Featured image for “The application of mathematical models to measure collateral concentration risk”

May 11, 2015 - Editor

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

Featured image for “Pure Agency: Reducing Client Clearing Bank Capital Burdens”

April 2, 2015 - Editor

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