Basel



Featured image for “Bilateral Posting of Initial Margin En Vogue Ahead of Regulation”

October 21, 2013 - Editor

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

Featured image for “Summary Of The Proposals for Margin on Uncleared OTC Derivatives”

September 2, 2013 - Editor

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

Featured image for “Margin requirements for non-centrally cleared derivatives – final report issued by the Basel Committee and IOSCO”

September 2, 2013 - Editor

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.

Featured image for “The week that was (Dazzling Derivatives; issue of 2nd September 2013)”

September 2, 2013 - Editor

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

Featured image for “?Backwards Regulation Risk Systemic OTC The Is | Should Bilateral Margin and Capital Have Come Before Clearing?”

August 8, 2013 - Editor

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)

Featured image for “The week that was (issue of 2nd April 2013)”

April 3, 2013 - Editor

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

Featured image for “Avoiding the BCBS / IOSCO Margin Requirements for Bilateral Portfolios”

April 1, 2013 - Editor

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

Featured image for “Bilateral Margin Rules May Not Take Full Effect Until 2019”

January 25, 2013 - Editor

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

Featured image for “Patrick Pearson at TradeTech: Fearsome extra-territoriality problems”

November 22, 2012 - Editor

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

Featured image for “Basle 3 made simple”

September 19, 2012 - Editor

Cartoon explanation which makes some good points, view the PDF here