CME IRS Margin Methodology
IFR have a story that CME have moved away from Principal Component Analysis to a Historic VaR model. It’s interesting that the reason this took place was to enable CME …
IFR have a story that CME have moved away from Principal Component Analysis to a Historic VaR model. It’s interesting that the reason this took place was to enable CME …
Excellent graphic from Reuters on who scored highest (or worst) on the Rogue Trader league table. Original URL here: http://graphics.thomsonreuters.com/11/09/GLB_ROGUE0911_SC.gif
This is too interesting to ignore, a map of the huge number of undersea cables connecting the world. http://www.submarinecablemap.com/
One of the outcomes of the Dodd Frank act is the need for users of OTC (ISDA) derivatives to clear them using the US Futures Commission Merchant (FCM) model. So …
With the continuing discussions around the ownership of LCH, it is useful to realise that there is a common ownership strand: OTCDerivNet have a relationship with SwapClear, which involves fourteen …