Popular Articles per Category
See the most popular articles under the categories: Clearing, EMIR, Regulation, Collateral Management, Dodd Frank, RSS Feed, Funding and Capital Economics, Risk Management, and Trading.
Everything published on The OTC Space is categorised based on content. We have published the 20 most popular articles in some of the most popular categories. Articles can be categorised into more than one category, which means you may see some firm favorourites turn up in more than one post.
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Clearing – 6,308 total articles
- ESMA Proposes The Rules and Products For Mandatory Clearing Under EMIR
- Cross Margining at Eurex Clearing – An Explanation – Part 1 of 3
- Solving the collateral conundrum
- Collateral Optimization: the future of collateral management
- Will leverage ratio cause an FCM concentration crisis?
- Swap Futures – A Comparison of Products
- Eurex/Deutsche Borse Whitepaper – How CCP's Reduce Risk
- CCP Notionals Scoresheet
- CCP's and Systemic Risk – Are We Really Safer?
- Cross Margining at Eurex Clearing – An Explanation – Part 2 of 3
- Who's Picking up the Tab? CCP Investment & Operating Costs
- Asymmetry of CSA's Causes FVA Costs
- SwapClear Q&A – More Information on the Cross Margin Announcement
- The IOSCO Big List of CCP's – Information Repository
- Davis Polk Explain the Regulatory Uncertainties for Non-US CCP's
- From Chaos to Clarity – The Journey of CDS Portfolio Margining Regulation
- NetOTC Bilateral and Multilateral Services – up to 73% IM netting & $9bn savings per year
- Front Loading ESMA – Part 2
- US Paper Proposes to Give Congress an Option to Nationalise CCP's
- Asian CCP Recognition: Challenges and Opportunities
EMIR – 4,681 total articles
- ESMA Proposes The Rules and Products For Mandatory Clearing Under EMIR
- Cross Margining at Eurex Clearing – An Explanation – Part 1 of 3
- EMIR Changes the Collateral Management Services Game: Costs and Considerations
- Eurex/Deutsche Borse Whitepaper – How CCP's Reduce Risk
- Is Collateral Management a Front Office Function?
- CCP Notionals Scoresheet
- ISDA/FOA Addendum – Do you speak legal?
- Cross Margining at Eurex Clearing – An Explanation – Part 2 of 3
- Who's Picking up the Tab? CCP Investment & Operating Costs
- European Regulatory Authority finally moving forward
- The IOSCO Big List of CCP's – Information Repository
- Clearing the Hurdles to Meaningful Trade Reporting
- Front Loading ESMA – Part 2
- Asian CCP Recognition: Challenges and Opportunities
- Solving the collateral conundrum
- The application of mathematical models to measure collateral concentraion risk
- Weekly Roundup – 13th July 2014
- Briging Efficiency to Collateral Management – Sapient Global Markets White Paper
- Weekly Roundup – 21st July 2014
- The Game Has Changed for Outsourcing
Regulation – 3,830 total articles
- Will leverage ratio cause an FCM concentration crisis?
- Collateral Management Infrastructure: 10 Reasons You Need to Invest
- MIFID II: harmonization mandates new business models in the OTC space
- Months to Go: Margin on Bilateral OTC Trades
- Bilateral Margin Rules for Uncleared Swaps to Move?
- Free Webinar: Risk & Reward, Regulation & Revolution
- European Regulatory Authority finally moving forward
- Bilateral Margin Rules – 8 Clues You Need to Know: A Sungard Whitepaper
- Foreign banks tangled up in Volcker Rule
- Weekly Roundup – 21st July 2014
- Second consultation on margin rules under EMIR: still some margin left for concerns
- What if the Doctors of OTC Derivatives themselves fall Sick?
- The Best Kept Industry Get-together Secret – GFII September
- Start Here: A Table of Contents for MiFID/MiFIR – John Philpott
- Weekly Roundup – 6th July 2014
- Judging the Risk of Future Black Swans – Some Policy Implications
- New Technology for Operational Risk – Fat Finger Errors
- EMIR: Latest news on IRS Clearing Obligation
- February Regulatory Update
- Portfolio Compressions: Winners and Losers – 1 of 3
Collateral Management – 3,288 total articles
- Price Alignment Interest
- Solving the collateral conundrum
- EMIR Changes the Collateral Management Servicing Game: Costs and Considerations
- Collateral Management Infrastructure: 10 Reasons You Need to Invest
- Is Collateral Management a Front Office Function?
- Months to Go: Margin on Bilateral OTC Trades
- Bilateral Margin Rules for Uncleared Swaps to Move?
- Bilateral Margin Rules – 8 Clues You Need to Know: A Sungard Whitepaper
- The application of mathematical models to measure collateral concentration risk
- Bringing Efficiency to Collateral Management – Sapient Global Markets White Paper
- Vendor Support for Dec 1st Bilateral Margin Rules
- Second consultation on margin rules under EMIR: still some margin left for concerns
- Effective Collateral Management Processes
- OTC Clearing & posting Eligible Collateral for Initial Margin Requirements
- Collateral Optimization – The Next Generation of Collateral Management: A Sungard Whitepaper
- Double MPOR under Basle 3 – Collateral Disputes Carry a High Cost
- Whitepaper: Buy-Side Collateral Management – Challenges and Opportunities
- New Market Infrastructure For Bilateral Margin Regulations
- Overcoming the Cost and Complexity of Central Clearing Mandates
- Single Source of Clean Data for Improved Collateral Management
Dodd Frank – 3,274 total articles
- LCH-CME Switch Trades and Margin Management
- Eurex / Deutsche Borse Whitepaper – How CCPs Reduce Risk
- Is Collateral Management a Front Office Function?
- CCP Notionals Scoresheet
- Swaps Compression and Compaction on trueEX and Tradeweb SEFs
- The IOSCO Big List of CCPs – Information Repository
- Clearing the Hurdles to Meaningful Trade Reporting
- Davis Polk Explain the Regulatory Uncertainties for Non-US CCPs
- From Chaos to Clarity – The Journey of CDS Portfolio Margining Regulation
- US Paper Proposes to Give Congress an Option to Nationalise CCPs
- Asian CCP Recognition: Challenges and Opportunities
- The application of mathematical models to measure collateral concentration risk
- Weekly Roundup – 13th July 2014
- Bringing Efficiency to Collateral Management – Sapient Global Markets White Paper
- Foreign banks tangled up in Volcker Rule
- Weekly Roundup – 21st July 2014
- MAC swaps: not yet needed by dealers
- The Best Kept Industry Get-together Secret – GFII September
- Weekly Roundup – 6th July 2014
- Judging the Risk of Future Black Swans – Some Policy Implications
RSS Feed – 3,119 total articles
- JP Morgan warns on swaps clearing
- CLS and TriOptima debut FX compression service
- Gearing up for non-cleared margin
- Bilateral Margin Rules Move to 2016
- Basel III – the cost to capital is obvious but what about the hidden costs…
- CDS clearing – The looming mandate
- Banks team up for OTC swaps utility
- Clearing Certainty (ESMA's Version)
- EMIR margin rule changes not marginal
- ESAs consult on margin requirements for non-centrally cleared
- AcadiaSoft and TriOptima tie-up to usher in new margin hub
- Nomura pulls back on swaps clearing
- ECB QE and EMIR Reporting. More transparency please!
- Electronic Trading of OTC Derivatives – is the fire hose about to be turned on?
- Esma official slams CFTC margin rules
- Our Top 10 Blogs of 2014
- EU revisions to uncleared margin rules address industry fears
- Portfolio Cross-Margining of Swaps and Futures
- US considers delay to OTC swap rules
- CME-LCH Basis Spread
Funding and Capital Economics – 3,038 total articles
- Collateral optimization: the future of collateral management
- Will leverage ratio cause an FCM concentration crisis?
- MIFID II: harmonization mandates new business models in the OTC space
- So Many Margin Models
- SA-CCR: risk-sensitive FCM capital but still no IM offset
- Free Webinar: Risk & Reward, Regulation & Revolution
- Asymmetry of CSAs Causes FVA Costs
- SwapClear Q&A – More Information on the Cross Margin Announcement
- NetOTC Bilateral and Multilateral Services – up to 73% IM netting & $9bn savings per year
- Managing liquidity
- Portfolio Compression – Techniques to Manage EMIR and Other Regulatory and Trading Risks
- MAC swaps: not yet needed by dealers
- Pure Agency: Reducing Client Clearing Bank Capital Burdens
- Portfolio Compression: Win-Win to Avoid Cherry Picking (Part 3/3)
- Double MPOR under Basle 3 | Collateral Disputes Carry a High Cost
- Targeted clearing mandate exemptions could reduce systemic counterparty risk
- Are remaining G-SIB shortfalls of Basel III capital more problematic than it seems?
- The Future of Investment Banking | Oliver Wyman Study
- Increasing the Margin Period of Risk
- Clash of the Clearing Titans – Eurex versus LCH.Clearnet
Risk Management – 2,829 total articles
- Price Alignment Interest
- Cross Margining at Eurex Clearing – An Explanation – Part 1 of 3
- CCPs and Systemic Risk – Are We Really Safer?
- Cross Margining at Eurex Clearing – An Explanation – Part 2 of 3
- So Many Margin Models
- Free Webinar: Risk & Reward, Regulation & Revolution
- Bilateral Margin Rules – 8 Clues You Need to Know: A Sungard Whitepaper
- Vendor Support for Dec 1st Bilateral Margin Rules
- Portfolio Compression – Techniques to Manage EMIR and Other Regulatory and Trading Risks
- What if the Doctors of OTC Derivatives themselves fall Sick?
- The Best Kept Industry Get-together Secret – GFII September
- New Technology for Operational Risk – Fat Finger Errors
- Clearing a Swap and Future | Split CCPs and Cross-Margining Compared
- Portfolio Compressions: Winners and Losers – Part 1 of 3
- Increasing the Margin Period of Risk
- Clash of the Clearing Titans – Eurex versus LCH.Clearnet
- Cross Margining Benefits & Capital Savings – PRISMA
- The Swiss franc blip: time FX leverage limits moved from flat percentage to risk-based?
- OTC Clearing – Cross-Product versus Cross-Currency Margining
- The Devil's Derivatives, by Nick Dunbar
Trading – 2,295 total articles
- Swap Futures – A Comparison of Products
- LCH-CME Switch Trades and Margin Management
- Is Collateral Management a Front Office Function?
- SA-CCR: risk-sensitive FCM capital but still no IM offset
- Weekly Roundup – 13th July 2014
- Portfolio Compression – Techniques to Manage EMIR and Other Regulatory and Trading Risks
- MAC swaps: not yet needed by dealers
- The Best Kept Industry Get-together Secret – GFII September
- Weekly Roundup – 6th July 2014
- New Technology for Operational Risk – Fat Finger Errors
- Targeted clearing mandate exemptions could reduce systemic counterparty risk
- Portfolio Compressions: Winners and Losers – Part 1 of 3
- Are remaining G-SIB shortfalls of Basel III capital more problematic than it seems?
- Everything you need to know about swap futures – The Trade
- Weekly Roundup – 3rd August 2014
- Through a Glass Darkly – Transparency for Non-Equities Under MiFID II/MIFIR
- 8 Books at 30% Off – Visit the OTCS Palgrave Page
- Swap Futures – Updated Comparison Chart
- TABB Fixed Income Conference: tackling reduced trading liquidity in corporate bonds and OTC
- Dodd-Frank after Four Years
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