BIS



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 “The weeks that were (Dazzling Derivatives; issue of 26th August 2013)”

August 26, 2013 - Editor

Dear all, the "Dazzle" had a one-week hiatus – but is back this week in full swing and with loads of worthy information. Have a

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 22 April 2013)”

April 22, 2013 - Editor

Dear all, Highlights of last week include: Swap Futures seem to have some "hidden" risk as more tail risk is exposed by lower initial margin

Featured image for “Rearrange: Shutting Horse Door Stable After Repository Bolted Trade Access Data The”

April 12, 2013 - Editor

Over at the BIS website is a new paper (here) from the CPSS / IOSCO committees on how they see access to data in Trade

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 “Post Removed”

April 1, 2013 - Editor

This post has been removed. If you arrived here via a google search, please disregard any materials regarding the FSB from this page.

Featured image for “New BIS report on central banks and collateral”

March 27, 2013 - Editor

A new BIS report on Central bank collateral frameworks and practices is out. Given the growing attention focused on collateral-related issues in the broader financial system the Markets Committee established