Systemic risks of OTC derivatives central clearing
Excellent draft paper from Deus Ex Macchiato here, not yet for distribution. Don’t tell any of the CCPs – the recommendations are expensive.
Excellent draft paper from Deus Ex Macchiato here, not yet for distribution. Don’t tell any of the CCPs – the recommendations are expensive.
LCH have announced (http://www.lch.co.uk/member_notices/circulars/2011-10-20.asp) they will now take bonds issued by KfW as collateral against their many clearing services. KfW is equivalent to a US “GSE”, a government sponsored entity, …
How many PowerPoints does an office worker see in their lifetimes? Thousands I bet. Any how many of those are stuffed with words, charts, “smart art” and adornments until the …
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Today’s article by Risk on getting CCPs to share their margin models brings up an interesting similarity to the Linux approach to software. The Linux approach is for all the software …
A fun blog: http://thingsappleisworthmorethan.tumblr.com/
The Korean Exchange has published an update on their plan to create a CCP for IRS in KRW. The time plan (see page 11) shows them in the middle of …
I wrote a piece on the recent paper by the ECB to require CCPs to clear in the country of their currency, published on www.DerivSource.com, click here for the full …
If you think there’s better ways to use PowerPoint / Keynote, and reach the hearts and minds of an audience, take a look at www.duarte.com and this book http://www.amazon.co.uk/dp/0596522347. Not yet …