This video explains “Realised” and “Unrealised” profits and losses, key concepts in derivatives trading. Furthermore, this equation drives portfolio compressions.

Risk.net reports that a number of large derivatives dealers, including Bank of America, Barclays, Deutsche Bank, UBS and Citi, have started posting bilateral initial margin

Whilst much of the attention has been on CCPs, in the background new services are emerging to respond to the coming increase in cost and

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

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,

Tom Osborn at Risk covers the continued push by dealers to open the door to an ISA model which allows for a single collateral account

If you're on the buy-side the survey below from Risk Magazine gives some interesting insights into why firms choose a particular Clearing Broker or FCM,