Basel
October 21, 2013 - Editor
Bilateral Posting of Initial Margin En Vogue Ahead of Regulation
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
Basel >>
September 2, 2013 - Editor
Summary Of The Proposals for Margin on Uncleared OTC Derivatives
After a quick read through, the main points of the BIS IOSCO proposals for margin on uncleared OTC derivatives appear to be: FX spot and
Basel >>
September 2, 2013 - Editor
Margin requirements for non-centrally cleared derivatives – final report issued by the Basel Committee and IOSCO
It's out – follow the link below or click for the pdf to read the BIS / IOSCO requirements for margin on non-cleared OTC derivatives.
Basel >>
September 2, 2013 - Editor
The week that was (Dazzling Derivatives; issue of 2nd September 2013)
Dear all, The TOP Stories of last week: Craig Pirrong picks apart recent BIS study Craig Pirrong tears apart the logic behind a recent BIS
Basel >>
August 8, 2013 - Editor
?Backwards Regulation Risk Systemic OTC The Is | Should Bilateral Margin and Capital Have Come Before Clearing?
I often notice that the different regulators and the different associated interacting market participants, utilities and commentators dissociate regulations of bank capital (e.g. Basel III)
Basel >>
April 3, 2013 - Editor
The week that was (issue of 2nd April 2013)
Dear all, ISDA publishes March 2013 Dodd-Frank Protocol The International Swaps and Derivatives Association (ISDA) has published the ISDA March 2013 Dodd-Frank Protocol (DF Protocol
Basel >>
April 1, 2013 - Editor
Avoiding the BCBS / IOSCO Margin Requirements for Bilateral Portfolios
As everyone keeps saying, there will be unexpected outcomes from the new regulations, and one of them is about to turn the ISDA CSA upside
Basel >>
January 25, 2013 - Editor
Bilateral Margin Rules May Not Take Full Effect Until 2019
A story from Bloomberg suggests that the timetable to introduce new rules for non-cleared OTC products may stretch as far as 2019. Even so the
Basel >>
November 22, 2012 - Editor
Patrick Pearson at TradeTech: Fearsome extra-territoriality problems
Patrick informed us that the EU had conducted a ‘colonoscopy’ (his words) on the US DFA rules, in comparison to the EU EMIR rules. He
Basel >>
September 19, 2012 - Editor
Basle 3 made simple
Cartoon explanation which makes some good points, view the PDF here