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Author :
Publisher : Lulu.com
ISBN 13 : 9291316695
Total Pages : 294 pages
Book Rating : 4.2/5 (913 download)
Download or read book International Convergence of Capital Measurement and Capital Standards written by and published by Lulu.com. This book was released on 2004 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jon Gregory
Publisher : John Wiley & Sons
ISBN 13 : 1118891570
Total Pages : 329 pages
Book Rating : 4.1/5 (188 download)
Download or read book Central Counterparties written by Jon Gregory and published by John Wiley & Sons. This book was released on 2014-06-17 with total page 329 pages. Available in PDF, EPUB and Kindle. Book excerpt: Practical guidance toward handling the latest changes to the OTC derivatives market Central Counterparties is a practical guide to central clearing and bilateral margin requirements, from one of the industry's most influential credit practitioners. With up-to-date information on the latest regulations imposed after the global financial crisis, this book covers the mechanics of the clearing process and analyses the resulting consequences. Detailed discussion explains the ways in which the very significant clearing and margining rules will affect the OTC derivatives market and the financial markets in general, with practical guidance toward implementation and how to handle the potential consequences. Over-the-counter derivatives were blamed by many for playing a major role in the 2007 financial crisis, resulting in a significant attention and dramatic action by policymakers, politicians, and regulators to reduce counterparty credit risk which was seen as a major issue in the crisis. The two most important regulatory changes are the mandatory clearing of standardised OTC derivatives, and the requirements for bilateral margin posting in non-standard OTC contracts. Central Counterparties is a complete reference guide to navigating these changes, providing clarification and practical advice. Review the mitigation of counterparty credit risk with the historical development of central clearing Clarify the latest regulatory requirements imposed by Dodd-Frank, EMIR, Basel III and more Learn the mechanics of central clearing, with special attention to complex issues such as margin calculations, the loss waterfall, client clearing and regulatory capital rules Gain insight into the advantages and disadvantages of clearing and bilateral margin requirements, and the potential issues that arise As the clearing and margining mandates are phased in, the associated costs will be severe enough to dramatically shift the topology of the financial markets and transform the nature of risk. Central Counterparties provides the information, clarification and expert insight market practitioners need to get up to speed quickly.
Author : United States. Congress. House. Committee on Interstate and Foreign Commerce. Subcommittee on Commerce and Finance
Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.:/5 (6 download)
Download or read book Over-the-counter Margin Regulations written by United States. Congress. House. Committee on Interstate and Foreign Commerce. Subcommittee on Commerce and Finance and published by . This book was released on 1968 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : United States. Congress. House. Interstate and Foreign Commerce
Publisher :
ISBN 13 :
Total Pages : 70 pages
Book Rating : 4.F/5 ( download)
Download or read book Over-the-counter Margin Regulations, Hearing Before the Subcommittee on Commerce and Finance ... 90-2, on H.R. 7696, H.J. Res. 946, June 21, 1968 written by United States. Congress. House. Interstate and Foreign Commerce and published by . This book was released on 1968 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mr.Manmohan Singh
Publisher : International Monetary Fund
ISBN 13 : 1451982763
Total Pages : 17 pages
Book Rating : 4.4/5 (519 download)
Download or read book Collateral, Netting and Systemic Risk in the OTC Derivatives Market written by Mr.Manmohan Singh and published by International Monetary Fund. This book was released on 2010-04-01 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt: To mitigate systemic risk, some regulators have advocated the greater use of centralized counterparties (CCPs) to clear Over-The-Counter (OTC) derivatives trades. Regulators should be cognizant that large banks active in the OTC derivatives market do not hold collateral against all the positions in their trading book and the paper proves an estimate of this under-collateralization. Whatever collateral is held by banks is allowed to be rehypothecated (or re-used) to others. Since CCPs would require all positions to have collateral against them, off-loading a significant portion of OTC derivatives transactions to central counterparties (CCPs) would require large increases in posted collateral, possibly requiring large banks to raise more capital. These costs suggest that most large banks will be reluctant to offload their positions to CCPs, and the paper proposes an appropriate capital levy on remaining positions to encourage the transition.
Author : United States. Congress. House. Committee on Interstate and Foreign Commerce
Publisher :
ISBN 13 :
Total Pages : 11 pages
Book Rating : 4.:/5 (353 download)
Download or read book Over-the-counter Margin Regulations written by United States. Congress. House. Committee on Interstate and Foreign Commerce and published by . This book was released on 1968 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Group of Ten. Committee on Payment and Settlement Systems
Publisher :
ISBN 13 :
Total Pages : 80 pages
Book Rating : 4.3/5 ( download)
Download or read book Recommendations for Central Counterparties written by Group of Ten. Committee on Payment and Settlement Systems and published by . This book was released on 2004 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : United States. Congress. House. Committee on Interstate and Foreign Commerce. Subcommittee on Commerce and Finance
Publisher :
ISBN 13 :
Total Pages : 74 pages
Book Rating : 4.0/5 (18 download)
Download or read book Over-the-counter Margin Regulations written by United States. Congress. House. Committee on Interstate and Foreign Commerce. Subcommittee on Commerce and Finance and published by . This book was released on 1968 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : United States. Congress. House. Committee on Interstate and Foreign Commerce. Subcommittee on Commerce and Finance
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.:/5 (111 download)
Download or read book Over-the-counter Margin Regulations written by United States. Congress. House. Committee on Interstate and Foreign Commerce. Subcommittee on Commerce and Finance and published by . This book was released on 1968 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Rama Cont
Publisher :
ISBN 13 :
Total Pages : 19 pages
Book Rating : 4.:/5 (13 download)
Download or read book Margin Requirements for Non-Cleared Derivatives written by Rama Cont and published by . This book was released on 2018 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt: The advent of mandatory daily initial and variation margin requirements for non-cleared over-the-counter derivatives transactions has raised many questions regarding the methodology which should be used for computing these margin requirements. Regulatory guidelines require initial margin levels for non-cleared contracts to cover a 99% loss quantile of the netting set over a horizon of 10 days, as opposed to 3 to 5 days for cleared OTC contracts. We discuss the rationale behind this and other features of the proposed framework for bilateral margin requirements and advocate an approach which better reflects the actual exposure during closeout in case of the default of a counter party. We argue that the liquidation horizon should depend on the size of the position relative to the market depth of the asset. This may be achieved by specifying a minimum liquidation horizon for each asset class, associated with an asset-specific size threshold, and scaling the liquidation horizon linearly with position size beyond this threshold. Adopting such a size-dependent liquidation horizon leads to a liquidity-sensitive initial margin, which penalizes large concentrated positions without requiring any 'liquidity add-on'.We also argue that the IM calculation needs to account for the fact that market participants hedge their exposures to the defaulted counter party once default has been confirmed. As a result, IM should not be based on the exposure of initial position over the entire liquidation horizon but on the exposure over the initial period required to set up the hedge, plus the exposure to the hedged position over the remainder of the liquidation horizon. Based on these remarks, we propose a “four-step approach” for the calculation of IM for over-the-counter derivatives transactions. We argue that this approach yields a more realistic assessment of closeout risk for non-cleared transactions and leads to an outcome which is in general quite different from the risk exposure of the netting set over the liquidation horizon.
Author : William Charles Meehan
Publisher :
ISBN 13 : 9780314638236
Total Pages : 750 pages
Book Rating : 4.6/5 (382 download)
Download or read book OTC Derivatives Regulation Under Dodd-Frank written by William Charles Meehan and published by . This book was released on 2015 with total page 750 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : United States. Congress. Senate. Committee on Banking and Currency
Publisher :
ISBN 13 :
Total Pages : 7 pages
Book Rating : 4.:/5 (228 download)
Download or read book Extension of Margin Requirements to Over-the-counter Securities written by United States. Congress. Senate. Committee on Banking and Currency and published by . This book was released on 1968 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : United States
Publisher :
ISBN 13 :
Total Pages : 136 pages
Book Rating : 4.3/5 (121 download)
Download or read book Riegle Community Development and Regulatory Improvement Act of 1994 written by United States and published by . This book was released on 1994 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : United States. Congress. House. Committee on Financial Services. Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises
Publisher :
ISBN 13 :
Total Pages : 216 pages
Book Rating : 4.:/5 (327 download)
Download or read book The Effective Regulation of the Over-the-counter Derivatives Market written by United States. Congress. House. Committee on Financial Services. Subcommittee on Capital Markets, Insurance, and Government Sponsored Enterprises and published by . This book was released on 2009 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Extension of Margin Requirements to Over-the-counter Securities. June 18, 1968. -- Ordered to be Printed written by and published by . This book was released on 1968 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : United States. Congress. House. Committee on Interstate and Foreign Commerce. Subcommittee on Commerce and Finance
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.:/5 (853 download)
Download or read book Over-the-Counter Margin Regulations written by United States. Congress. House. Committee on Interstate and Foreign Commerce. Subcommittee on Commerce and Finance and published by . This book was released on 1968 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt: Committee Serial No. 90-42. Considers. H.R. 7696, to authorize the Federal Reserve Board to regulate the extension of credit for over-the-counter stock purchases in which the stock to be purchased serves as the loan collateral. H.J. Res. 946, to authorize SEC investigation of investment practices of institutions and their effects on securities markets.
Author : United States. Congress. House. Committee on Interstate and Foreign Commerce
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (16 download)
Download or read book Over-the-counter Margin Regulations written by United States. Congress. House. Committee on Interstate and Foreign Commerce and published by . This book was released on 1968 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
