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30 October 2014

Stress Testing Initial Margin and Procyclicality ...

Amir Khwaja, Clarus Financial Technology

Margin requirements are higher in times of market stress and lower in calm markets. So what did the stress and volatility on Oct. 15 mean for cleared swap margin requirements? And do you know what margin calls you may have to meet in the event of market shocks? rest of story...

Videos

  • Rail_thumb_markettech-mark_miller-north_american_t-ware_connect-waks-oct_15_2014

    The Best Defense Is a Strong Offense: The Strategic Value of Compliance

    Mandatory call recording has been forced upon financial services firms by regulators, but the compliance burden also can provide value for firms, insists Mark Miller, head of North America T-Ware Connect. ...
     
  • Rail_thumb_markettech_2014-mike_hoskins_vid1-actian-wat-oct_15_2014

    Big Data Analytics and Back-Office Alpha

    The analysis of more and richer data yields more-timely and more accurate decisions, notes Actian CTO Mike Hoskins. And while big data analytics have become a staple in the front office, they are just beginning to ...
     
  • Rail_thumb_aitken

    Examining the Impact of Tick Size on Market Quality

    In mandating price tick sizes, regulators must strike a balance between liquidity, transaction costs and price discovery. While narrower tick sizes allow for reduced transaction costs and more exact price ...
     
 

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Regulatory Opinion & Analysis

 
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Swaps Market Participants Adapt as SEFs Race Toward Back-to-Back Record Monthly Volumes

Colby Jenkins, TABB Group

SEF volumes are poised to hit back-to-back all-time highs in October, with USD IRS notional volumes traded on-SEF now outweighing swaps traded off-SEF. And while the increasing scope of contracts covered by MAT determinations are the driving force behind SEF growth, the adoption of new trading pr... Continue

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Events

Markit Investment Services Seminar New York 05 Nov 2014 Markit Add to Calendar
QUANTIFI'S RISK CONFERENCE: 'The Dynamics Driving OTC Markets' New York 05 Nov 2014 Quantifi Add to Calendar
Markit Investment Services Seminar New York 05 Nov 2014 Markit Add to Calendar
Is your bank on track to meet Volcker conformance standards? Webcast 14 Nov 2014 http://www.grantthornton.com/events/financial-services/2014/11-14-Volcker-conformance-standards.aspx Add to Calendar
Risk and Compliance Are Transforming the Enterprise New York, NY 18 Nov 2014 Cognizant and TabbFORUM Add to Calendar
Lifecycle of a Derivative Trade: Uncovring the Middle- and Back-Office Functions Chicago 20 Nov 2014 www.theifm.org Add to Calendar
Cyber Security World Conference 2014 New York City New York City 21 Nov 2014 Golden Networking Add to Calendar
Futures & Options/Series 3 Exam Course Chicago 02 -
03 Dec 2014
www.theIFM.org Add to Calendar
Futures & Options/Series 3 Exam Course Chicago 13 -
14 Jan 2015
http://www.theifm.org/ Add to Calendar