The funny thing about this regulation is that we all strive to comply with it while its timelines and standards are still evolving. This really

Does anyone remember Lehman? The market scenarios from Autumn 2008 built into many CCP IM models will now begin to drop out, reducing IM requirements

An article in Risk Magazine, reporting on the Federation of European Risk Management Associations (FERMA) conference in Maastricht, highlights some key concerns surrounding the position of Chief

As hinted at yesterday, it appears that the only option available to delay ETD reporting is for ESMA not to approve any TR until the

Bloomberg will be hosting a webinar tomorrow, 25.09.2013, on the following topic: CHANGES IN OTC TRADING: IMPACTS TO CLEARING, COLLATERAL AND LIQUIDITY Among other speakers from

A new book on the Heston Model, written by Dr. Fabrice Rouah, is available for pre-order on Amazon. It is due to be released on August 26th.

Bloomberg have integrated the Initial Margin calculations from SwapClear into their trading platform.  What this provides is: The ability to always know your current IM

Great write up for the site: It’s all geek to me: The OTC derivatives swamp | Dialogue.

I have to trumpet about the next Risk video 'webinar' as I'm part of the panel in the event. We recorded the video last week,

Commentary by SFM on a piece in IFR about the idea of processing OTC products in a non-CCP centralised platform with net margin. If there