Central Counter Party
January 29, 2015 - Editor
Eurex Clearing CRR Netting Opinion
Eurex Clearing has implemented documentation compatible with the market standard client clearing documents and has published UK and German Capital Requirements Regulation (CRR) opinions.
Central Counter Party >>
January 16, 2015 - Editor
OTC IRS Clearing – Cross Margining Benefits – Cross Currency versus Cross Product – What Generates The Greater Margin Savings?
An analysis was carried out over the margin savings between cross currency / cross margining savings – in this analysis between EUR IRS and USD
Central Counter Party >>
January 8, 2015 - Editor
ASX Cleared OTC Swaps Volumes Revealed
ASX begin reporting their activity on OTC IRS products
Central Counter Party >>
December 9, 2014 - Editor
Eurex Euribor Fee Waiver | Packs Bundles and Strips
Fee Waiver for Euribor and Simplified IR Hedging using Packs, Bundles and Strips
Central Counter Party >>
December 5, 2014 - Editor
Exchange For Swaps (EFS) Facility
Eurex Trade Entry Services' Exchange For Swaps (EFS) Facility allows for the seamless off exchange execution of the Eurex Bond Futures leg of an IRS
Central Counter Party >>
November 21, 2014 - Editor
CCP IRS Switches – What Are The Benefits?
Basis Swaps (or IRS Switches) between pairs of CCPs are increasing in volume.
Central Counter Party >>
November 13, 2014 - Editor
Euro Bond Futures versus Eurex Swap Futures – Creating Synthetic Euro Asset Swaps – Margin Efficiencies
Euro Synthetic Asset Swaps can be created by using Eurex Bond Futures and Eurex Swap Futures in a range of maturities
Central Counter Party >>
October 23, 2014 - Editor
Fed Official Slams ‘Fantasy’ Of CCP Default Management
Dee Dervish from Formicary adds his thoughts on the Fed's view of how banks are roped in to help with CCP default management.
Central Counter Party >>
October 16, 2014 - Editor
Eurex Euro Secured Funding Futures & Cleared IRS
In the new world of mandatory OTC Clearing, daily mark to market valuations of Cleared IRS positions create funding cash flow requirements. The owner of
Central Counter Party >>
October 14, 2014 - Editor
ICE Europe to enter OTC Rates Clearing | LCH and Eurex Quaking in their Boots
According to a story at eFN, ICE have made their chess move to position themselves to compete with a combined ETD & OTC clearing offering.