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Testing the waterfall: CME and LCH stand up to stress tests
On May 1, the Commodity Futures Trading Commission released a report on tests that it conducted on the financial resources held by two large clearinghouses to cover losses arising from a member default. The tests, which were based on data collected in 2018, were part of the agency’s ongoing program to ensure the resiliency of the clearing system and its ability to absorb extreme market movements.
CONTINUE READINGEnd-user profile: Russell Investments
Lisa Cavallari, the head of derivatives trading, discusses liquidity trends, transaction cost analysis, and the CDS market split.
CONTINUE READINGOpinion: Why words matter in CFTC enforcement of “insider trading”
Ex-CFTC lawyer warns agency would better serve derivatives markets with a focus on “misappropriation” instead
CONTINUE READINGPeople News: April/May 2019
Appointments, promotions and other people news in the derivatives industry
CONTINUE READINGFIA and ISDA respond to ESMA consultation on margin period of risk for client accounts
FIA and the International Swaps and Derivatives Association (ISDA) responded to ESMA's Consultation Paper reviewing Article 26 of RTS No 153/2013 with respect to the margin period of risk (MPOR) for client accounts.
CONTINUE READINGThe electronification of interest rate swap trading
Matthew Scott is head of global rates, securitized assets and currency trading on the U.S. taxable bond trading desk at AllianceBernstein, an investment management firm with more than $500 billion in assets under management. He has been trading interest rate swaps for 13 years and has seen tremendous changes in his business, especially since the financial crisis. A large part of the changes came about as the result of the regulatory response to the crisis and the requirement that most swap trades be cleared.
CONTINUE READINGA record year for derivatives
Futures and options volume passed 30 billion contracts in 2018
CONTINUE READINGEurex builds out clearing solution for interest rate swaps
Eurex Clearing is starting to gain traction in its efforts to attract more business to its clearing service for interest rate swaps. Clearing volumes in the first two months of the year were running at about three times the level of a year ago, reflecting the continued onboarding of new clients and several enhancements to the clearing service.
CONTINUE READINGTying the knot: New directions in capital markets M&A
Market infrastructure is hot again.
CONTINUE READINGESG futures catching on in Europe
As the concept of responsible investing rises in popularity, the derivatives industry is responding. The most recent examples are in Europe, where two leading exchanges have launched futures on stock market indices that meet environmental, social and governance standards.
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