Most Recent Contributors
Documentation is a big challenge but systems interoperability is the key to a long-term collateral management solution.
DRS’ Michael Beaton explores the recent changes to the VM protocol.
What are the tools and techniques buy-side firms are adopting to maximize control of their collateral management?
A look at where cloud technology can assist financial institutions address collateral management challenges.
DRS ' Michael Beaton explores relative risks and benefits of inclusion of the legal function within the Senior Manager's Regime (SMR).
Ted Leveroni, Chief Commercial Officer, GlobalCollateral Limited explores
DRS' Michael Beaton explores the recently published ISDA 2016 variation margin protocol.
Hogan Lovell's James Doyle explores the regulatory and legal issues in the post-Brexit derivatives landscape, and what might happen to London’s status as a dominant financial hub.
Arthur Rabatin, of Deutsche Bank, offers a brief introduction to the new BCBS standardized approach for measuring counterparty risk (SA-CCR) and explores some of the implications of adopting this methodology.
Why is a regulatory calculation engine is essential for compliance with BCBS's new market and credit counterparty risk requirements?
DRS' Michael Beaton explores the recently published ISDA Resolution Stay Jurisdictional Modular Protocol or JMP, which is designed to enable market participants to comply with regulations in a number of jurisdictions.
Tracking and managing new trade reporting requirements are complex and costly.
What are the challenges firms face in managing bulk novations? A look at how to improve efficiency and manage risks in this process.
In October 2011, the European Commission tabled a revision proposal of the Markets in Financial Instruments Directive (MiFID II) with the aim of making financial markets more efficient, resilient and transparent, and to strengthen the protection of investors.
OTC subject matter expert Sol Steinberg on where are we at with MiFID implementation as we head into 2016 and deal with the newly delayed timetable
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.