Proposed Margin Rules
Last month, US Banking Regulators presented a new proposal for the collection, calculation, and segregation of margin for bilateral derivatives.
The new US proposals are quite different from their original 2011 proposal, in light of the BCBS/IOSCO issuance of their 2013 final policy framework on...
Issues & Trends in the End-User Community
ISDA’s new Survey of Issues & Trends in the End User Community offers interesting insights into Swap Execution Facilities and End Users. Respondents point to fragmentation along geographical lines due to regulatory ambiguities in cross-border transactions.
The survey’s respondents were...
October 2nd Launch Report
The age of the swap execution facility launched on October 2nd was a success in that trading was largely uninterrupted and trade sizes remained in line with the OTC market. But many believe that overall swaps liquidity was negatively impacted, and the majority...
This article speaks about reducing notional by offsetting swaps by using compression. The success we've seen and expect to see as counterparties phase-in to CCP clearing has been a testament to firms working together to get things done.
Collapsing Swaps Positions
Compression has proven an enormously successful...
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