Tag Archives: Bilateral Derivatives

Derivatives Cheat Sheet

Derivatives Cheat Sheets

Derivatives Cheat Sheets

These Derivative Cheat Sheets will help make sense of derivatives reform Cleared & Bilateral Haircuts & Collateral  The attached file shows it all on three pages The attached PDF file includes 3 resources: Page 1 – matrix of the various aspects and differences between Clearing a swap and entering into a bilateral swap (OTC)  

initial margin proposal

Margin Rules for Bilateral Derivatives

Last month, U.S. 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 margin requirements for uncleared derivatives and the comments U.S. Banking Regulators

Swap Execution Facilities

Swap Execution Facilities & End Users

ISDA’s new Survey of Issues & Trends in the End User Community offer 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 asset managers and non-financial corporate, with a total of 125 respondents.  89% of those respondents are

Swap Execution Facilities Go Live

Swap Execution Facilities Go Live!

Swap Execution Facilities – Oct. 2 Launch Report The age of the swap execution facility was launched on Oct. 2 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 of buy-side firms

Offsetting Bilateral Swap Positions

Offsetting Bilateral Swap Positions

Buy side firms required to submit swaps to their elected clearinghouses by one or more of four dates: March 11, April 11, May 11 or June 11, 2013.  The fifth and final date is February 18 2014.  Offsetting Bilateral Swap Positions The decision to submit a swap to a CCP has much to do with the collateral (and haircut)