Real-time Visibility: Why it is Key for Managing Collateral and Payments Now
High volatility means firms can be surprised by margin calls and intraday liquidity issues when the market…
Commentary
CCPs, Clearing Members Must Boost Margin Transparency
Standards bodies, industry associations and regulators are calling for greater transparency around margin models to boost the…
Margin Procyclicality: Changes Needed Now to Reduce Risk Tomorrow
Market volatility and consequent spikes in margin calls over the last four years have renewed industry and…
EMIR 3.0—Experts Explore Coming Changes
The third iteration of the European Market Infrastructure Regulation (EMIR 3.0) was recently approved by the European…
EMIR 3.0 – What’s Next? (Recording available)
The EMIR 3.0 final text is here. In a DerivSource webinar, a panel explores the provisions EMIR…
Basel 3 Endgame: Regional US Banks Must Prepare for Compliance
The US Federal Reserve published its proposed Basel 3 endgame standards in July 2023, covering how to…
Managing Interest Rate Risk With Inter-contract Spreads
Stelios Tselikas, head of Interest Rate Derivatives at Intercontinental Exchange (ICE) explores the management of interest rate…
T+1: Top Two Operational Challenges To Tackle Ahead of Deadline (Listen Now)
As the industry readies itself for the looming deadline for the acceleration of the settlement cycle to…
Carbon Trading – Sowing the Seeds for a Greener World
Carbon trading is viewed as one solution to combat climate change, but this niche market faces multiple…
A Look Inside the ISDA Close-out Framework
Graham Bryant, Associate General Counsel in ISDA’s London office, talks to Bob Currie about the design and…