SwapClear
June 6, 2013 - Editor
CCP Margin Models | Comparing Historic VaR and SPAN
Following on from the "Beat the Experts" thread, John Philpott posed some excellent questions on the differences between the Value at Risk (VaR) and Standard
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June 4, 2013 - Editor
SwapClear US Trade Volumes
It’s a bit early to make anything of the figures, but if you like to watch notional volumes check out this page http://www.lch.co.uk/swaps/volumes/daily_volumes_us.asp
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May 31, 2013 - Editor
SwapClear LLC (US) Goes Live on June 3rd
LCH published a notice indicating that their on-shore US based CCP SwapClear LLC will be officially open for business this coming Monday June 3rd. We
SwapClear >>
May 27, 2013 - Editor
LCH Swapclear Margin, the need for change and the impact
LCH SwapClear have implemented a change in their Initial Margin methodology and this article will discuss three elements that constitute the change: Historical look-back period,
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May 27, 2013 - Editor
The week that was (aka Dazzling Derivatives; issue of 27.05.2013)
Dear all, ISDA has published the 2013 Reporting Protocol to assist reporting under DFA and EMIR: http://bit.ly/Z9l5IW and ESMA has update their EMIR timeline reflecting currently ongoing
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May 24, 2013 - Editor
US funds fear inability to clear amortising swaps – Risk.net
A prohibition on taking cross-border risk could force some category two participants to stop trading amortising swaps from June 10 An inability to take cross-border
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May 23, 2013 - Editor
SwapClear updates their IM calculation methodology
A quick note: As of Monday 20 May, LCH.Clearnet have moved their SwapClear SMART tool from the tactical implementation phase to full implementation for their
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May 14, 2013 - Editor
SwapClear to Comply with Dodd Frank this weekend | Real-time Registration Goes Live
The new process for registration of trades to meet the CFTC 60 second rule is planned to go live this coming weekend (May 18th). LCH.Clearnet
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May 13, 2013 - Editor
SwapClear LLC Fees | Nice Price
LCH have published the price for membership of their new SwapClear LLC clearing service, at $250k per direct member. This compares with a special ‘new
SwapClear >>
April 19, 2013 - Editor
Standardised OTC swaps (TrueEx) to launch within weeks – Risk.net
Sunil Hirani who created CreditEx, now part of ICE, has built a new trading market TrueEx, and registered as a Designated Contract Market (DCM) with