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

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

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

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,

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

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

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

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

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

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