Featured image for “EMIR Self-Reporting for Non-Financials. Is this really an option?”

October 4, 2013 - Editor

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

Featured image for “Remembering Lehman: CCPs hardwire collapse into models –”

October 3, 2013 - Editor

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

Featured image for “Understanding the Role of Risk Management | FERMA Conference”

October 1, 2013 - Editor

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

Featured image for “Futures reporting delay “will not take place” says EC’s Pearson –”

September 27, 2013 - Editor

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

Featured image for “Bloomberg Webinar on 25.09.2013”

September 24, 2013 - Editor

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

Featured image for “New Book on Heston Model | Coming Soon”

August 7, 2013 - Editor

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.

Featured image for “Can you Calculate Your Initial Margin and Capital Within Your Swap Execution Facility?”

August 6, 2013 - Editor

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

Featured image for “It’s all geek to me: The OTC derivatives swamp | Dialogue”

August 1, 2013 - Editor

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

Featured image for “The Latest Developments in Clearing | A Risk Video Broadcast”

August 1, 2013 - Editor

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,

Featured image for “Uncleared swaps and higher initial margin; can a margin clearing mechanism reduce the pain? | Securities Finance Monitor”

August 1, 2013 - Editor

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