Cyclical Effects of CCPs in a Stressed Market
A team at the Bank of England conducted a study into the Cyclical Effects of CCPs to examine the effects and relationships between CCP margin calls and the Repo market in stressed markets.Their...
View ArticleCboe Agrees To Acquire ErisX, Entering Digital Asset Space With Spot,...
Cboe Global Markets, Inc. (Cboe: CBOE), a leading provider of global market infrastructure and tradable products, announced it has entered into a definitive agreement to acquire Eris Digital Holdings,...
View ArticleTriOptima Goes Live with The Australian Securities Exchange (ASX) For...
TriOptima, a leading infrastructure service that helps to lower costs and to mitigate risk in OTC derivatives markets, announced today that the Australian Securities Exchange (ASX) has gone live with...
View ArticleCentral clearing in the US Treasury market
The FIA Principal Traders Group today released a white paper regarding central clearing in the US Treasury market. FIA PTG believes increased central clearing would deliver a number of benefits to...
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CFTC Interim Staff Report in Cleared Derivatives Markets: March - April 2020
This is an interim staff report that provides preliminary analysis and findings related to activity in the cleared derivatives markets regulated by the Commodity Futures Trading Commission1 (CFTC)...
View ArticleOCC Names Former State Street, Nomura Executive David Ye as Chief Risk Officer
OCC has announced the hire of David Ye as Chief Risk Officer and a member of OCC’s Management Committee. With over 20 years of leadership experience in financial and operational risk management,...
View ArticleLCH appoints James Pearson as Head of ForexClear
LCH, a global clearing house, today announced that it has appointed James Pearson as Head of ForexClear, effective 1 June 2021. Based in London, James will be responsible for LCH’s FX derivatives...
View ArticleTranscend Launches First Enterprise-Wide CCP Connectivity and Optimization...
Transcend, a provider of inventory, funding and liquidity management and optimization solutions, expands its best-in-class solution suite with the launch of CCP Central. CCP Central is the first...
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Commissioner Dawn D. Stump on Clearing
Remarks as Prepared for Delivery at the World Federation of Exchanges’ (WFE) Clearing and Derivatives Conference 2021During the past decade, the focus in the derivatives clearing space has been...
View ArticleThe Economics of Central Clearing; a commentary
An interesting paper by a senior CCP leader on the economics of central clearing. "In my view, the two most compelling arguments for central clearing in the paper are the value of multilateral netting,...
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ISDA Survey: Initial Margin Collected by Top 20 Firms Up by Nearly 20% in 2020
The International Swaps and Derivatives Association, Inc. (ISDA) has published its latest annual margin survey, which shows a substantial increase in the amount of initial margin (IM) and variation...
View ArticleBlockchain is going to change equities trading for good
Gillian Tett writing in the FT covers an even which shows where the future of equity post-trade might go. Credit Suisse cut some US equities trades with the Nomura-owned broker Instinet, using...
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How the skin in the game incentivises CCP risk management
Incentives are at the heart of CCP’s robust risk management. A newly published paper delves into the key CCP concept of skin-in-the-game (SIG), considers its purpose as an incentive for CCPs’ risk...
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ASX delays blockchain transition until 2023
ASX has confirmed the new go-live date for the CHESS replacement system as April 2023, with increased project scope and a 12-month extension to the proposed date consulted upon mid-year.This follows...
View ArticleLCH Clears First ILS Interest Rate Swaps
LCH has cleared the first Israeli Shekel-denominated interest rate swaps.ILS is the latest currency to be cleared at SwapClear, which offers clearing for interest rate derivatives in 27 currencies....
View ArticleCleared OTC Swaps Are Now Standardised?
ISDA has published a paper illustrating the wide variety of terms in cleared IRS. ISDA suggest that there may be a perception that by mandating clearing for OTC products they have become 'standard'...
View ArticleQuantile Completes First Cleared IR Optimisation Run With LCH
Quantile has completed its first cleared interest rate initial margin (IM) optimisation run with LCH. Clients accessing this new service benefit from superior risk management and reduced margin funding...
View ArticleHow Does CCP Skin In The Game Affect Risk Management?
The BIS have conducated a rigorous study using public metrics to look for a relationship between the amount of CCP capital at risk in the default waterfall, and the behaviour of CCP risk models. I...
View ArticleStandard Chartered Clear SORA Swaps with LCH
Since 2005 the Monetary Authority of Singapore has been publishing the SORA benchmark each day. The Singapore Overnight Rate Average (SORA) is the volume-weighted average rate of unsecured overnight...
View ArticleEACH CCP Data Repository
The European Associaton of Clearing Houses (EACH) has a Covid-19 information resource page:To ensure that CCPs’ stakeholders and the general public are informed about the actions taken by EACH Member...
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