CCP IAS 32 Opinions Eurex (Swaps & Options)
CONTINUE READINGCCP IAS 32 Opinions LCH Clearnet SA (Repos)
CONTINUE READING305 Look-through Opinions Clearing Member
CONTINUE READINGTim Massad, chairman of the Commodity Futures Trading Commission, told U.S. lawmakers that he is concerned about the impact that new capital requirements will have on central clearing. The CFTC chairman pointed in particular to the supplemental leverage ratio rule finalized last September by U.S. banking regulators, which does not exclude customer segregated margin from the calculation of capital charges on banks that provide clearing services.
CONTINUE READINGBOX Options Exchange is moving closer to launching its first set of options based on realized volatility. The exchange entered into an exclusive licensing agreement with the VolX Group last fall and in February it announced that its first product will be options based on the realized volatility of the S&P 500 index.
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