KDPW

May 13, 2015 - Editor
CCP Notionals Scoresheet
An update to our collation of the CCP notional figures. as of February.
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April 9, 2014 - Editor
KDPW Authorised Under EMIR
For those who are fluent in Polish, the Polish FSA announced this today: 3. Komisja jednogłośnie zezwoliła KDPW_CCP SA na świadczenie usług rozliczeniowych jako CCP, na podstawie unijnego rozporządzenia EMIR.
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February 12, 2014 - Editor
EMIR Trade Reporting | In Case of Emergency Break Glass
If you are a firm who is not yet prepared for reporting all derivatives (that means ISDA OTC and Exchange Traded) to a Trade Repository,
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December 1, 2013 - Editor
Survey of CCP Progress Since the US Clearing Mandate Kicked In
It's been a few months since we last updated the CCP chart, and in that time clearing has become mandated in the US. In most
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November 28, 2013 - Editor
A quartet becomes a sextet
While I was actually checking out how to tie a bowtie I was alerted of the fact that ESMA has now also registered ICE Trade
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July 31, 2013 - Editor
EMIR CCP Segregation Models Links
In advance of a longer piece, here's the links to presentations by the various CCPs on how their EMIR segregation models work: Eurex http://www.eurexclearing.com/blob/clearing-en/46816/305764/12/data/eurex_otc_clear_services_july_2013.pdf (page
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April 10, 2013 - Editor
KDPW OTC CCP | Membership Update
News in from Poland regarding the KDPW CCP for IRS: Current membership: Raiffeisen PL BZ WBK (Santander group) Deutsche Bank PL Millenium Bank (BCP) Pekao
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December 5, 2012 - Editor
OTC Margin Models Landscape
Given today's story at Risk Magazine about SwapClear tuning their IM model for a low interest rate environment, it's interesting that more or less all
KDPW >>

November 29, 2012 - Editor
Yet more CCP status updates
Based on feedback from people out here in Singapore, and more research, my CCP status chart now has added items: Two new CCPs added, one
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November 27, 2012 - Editor
CCP and SDR Status Sheet as of Nov 27th
I've updated some charts on the status of the OTC market infrastructure: The status and notionals of CCPs using the latest data from their websites