A look at the new driving forces behind post-trade outsourcing and the role of big data
The Basel Committee on Banking Supervision (BCBS) recently issued its revised market risk framework which covers the internal models approach for market risk, a revised standardised approach for market risk and a move from VaR to expected shortfall measures of risk under stress. Baringa Partners' Thomas Ehmer offers his views on some key questions arising from this update from BCBS.
The new clearing mandate is coming. Whether it is April, May or June in 2016, buy-side firms need to register in advance with one or more CCPs and make sure they have the appropriate agreements in place says Eurex Clearing’s Ricky Maloney.