Derivatives Cheat Sheets
Confusion reigns in the Derivatives World: New terms and acronyms; Swaps Clearinghouses; This cheat sheet will clear up the confusion. ...
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16 June, 2015
Bilateral Derivatives Tag
Margin Rules for Uncleared Derivatives
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...
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03 October, 2014
Swap Execution Facilities & End Users
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...
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11 September, 2014
Swap Execution Facilities Go Live!
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...
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10 December, 2013
Offsetting Swaps Using Compression
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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16 June, 2013