With regard to systemic counterparty risk reduction the bank regulators' minimum capital, liquidity reserve and margin levels are a major incentive.  The current fine-tuning debate and regulatory rule adjustment

Regulators have declared their intent to implement the Standardized Approach for measuring Counterparty Credit Risk (SA-CCR) in critical parts of Basel III capital rules.  This

At an eight month lag to the base reported data it is based on, BCBS's half yearly Basel III monitoring report was published recently looking

  Risk magazine editor Duncan Wood makes a good point in his article The invisible incentives of clearing (subs. required) – the FSB / BIS ignored leverage

  Risk magazine editor Duncan Wood makes a good point in his article The invisible incentives of clearing (subs. required) – the FSB / BIS ignored leverage

MAC swaps are touted by some as a major contribution to swap market liquidity but how is the project progressing?  Tod Skarecky of ClarusFT takes

Following January 2014's TABB Fixed Income conference: "BREAKING RATES", the Thursday January 29th TABB conference "PERFECT STORM NAVIGATING THE CONFLUENCE" held promise of answering the question of

Regulators raised the need for cultural change in financial markets behaviour during the aftermath of the 2008 crash, however behaviour/conduct risk have long been an

As the CCP market continues to expand, with clearing houses offering an increasing number of clearable securities and netting efficiencies, there is an increased focus

The 2nd edition of our magazine Rocket is now available to download, a bumper 68 page edition. Readers who have given their postal address should