Central Counter Party



Featured image for “EurexOTC Clear: Inflation Swap Clearing – Margin & Capital Efficiencies for the Buy Side & Sell Side”

July 13, 2015 - Editor

EurexOTC Clear will expand its IRS Product Scope to include Zero Coupon Inflation Swaps (ZCIS) for the Euro Zone Harmonised Index of Consumer Prices, excluding

Featured image for “The History of CME and ICE in a Cartoon | Mentions Streetwise Professor”

June 30, 2015 - Editor

An instructive cartoon on the foundations of ICE and CME

Featured image for “EurexOTC Clear – Enhanced Netting & Compression Services for the Buy Side & Sell Side”

June 24, 2015 - Editor

EurexOTC Clear Enhanced Netting & Compression Services – Buy Side and Sell Side alike will be able to benefit from the introduction of Fee Netting

Featured image for “Eurex Blog Articles”

June 19, 2015 - Editor

Blog posts on LinkedIn Pulse by myself from May & June with useful infographics that assist with understanding collaterial efficiency, synthetic euro asset swaps, cross margining,

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 “Benefits of Clearing Euro Listed Derivatives & IRS through one CCP”

May 8, 2015 - Editor

Clearing Euro Fixed Income Futures and Options, Euribor Futures and Options and Euro IRS through three CCPs is inefficient and costly both for the Buy

Featured image for “Everything you need to know about swap futures | The Trade”

April 17, 2015 - Editor

The Trade magazine recently published this handy infographic, which gives a high-level summary of the different IR Swap Futures contracts available. The infographic is based on the original

Featured image for “Collateral optimization: the future of collateral management”

April 14, 2015 - Editor

Achieving capital efficiencies in today’s financial markets is crucial as participants look for ways to do more with less. So far this has largely related

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

Featured image for “Targeted clearing mandate exemptions could reduce systemic counterparty risk”

March 31, 2015 - Editor

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