Featured image for “CCP Margin Models | Comparing Historic VaR and SPAN”

June 6, 2013 - Editor

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

Featured image for “SwapClear US Trade Volumes”

June 4, 2013 - Editor

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

Featured image for “SwapClear LLC (US) Goes Live on June 3rd”

May 31, 2013 - Editor

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

Featured image for “LCH Swapclear Margin, the need for change and the impact”

May 27, 2013 - Editor

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,

Featured image for “The week that was (aka Dazzling Derivatives; issue of 27.05.2013)”

May 27, 2013 - Editor

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

Featured image for “US funds fear inability to clear amortising swaps – Risk.net”

May 24, 2013 - Editor

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

Featured image for “SwapClear updates their IM calculation methodology”

May 23, 2013 - Editor

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

Featured image for “SwapClear to Comply with Dodd Frank this weekend | Real-time Registration Goes Live”

May 14, 2013 - Editor

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

Featured image for “SwapClear LLC Fees | Nice Price”

May 13, 2013 - Editor

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

Featured image for “Standardised OTC swaps (TrueEx) to launch within weeks – Risk.net”

April 19, 2013 - Editor

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