Featured image for “CCP Notionals Scoresheet”

May 13, 2015 - Editor

An update to our collation of the CCP notional figures. as of February.

Featured image for “KDPW Authorised Under EMIR”

April 9, 2014 - Editor

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.

Featured image for “EMIR Trade Reporting | In Case of Emergency Break Glass”

February 12, 2014 - Editor

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,

Featured image for “Survey of CCP Progress Since the US Clearing Mandate Kicked In”

December 1, 2013 - Editor

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

Featured image for “A quartet becomes a sextet”

November 28, 2013 - Editor

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

Featured image for “EMIR CCP Segregation Models Links”

July 31, 2013 - Editor

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

Featured image for “KDPW OTC CCP | Membership Update”

April 10, 2013 - Editor

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

Featured image for “OTC Margin Models Landscape”

December 5, 2012 - Editor

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

Featured image for “Yet more CCP status updates”

November 29, 2012 - Editor

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

Featured image for “CCP and SDR Status Sheet as of Nov 27th”

November 27, 2012 - Editor

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