Clearing and Rising Capital Costs

This webinar covers a number of areas relating to whether 'To Clear or Not to Clear', including the impact of regulatory reform on OTC clearing, margin efficiency for cleared OTC trades and Non-cleared capital costs: from FVA to Basel

Agenda

  1. Current Regulatory Environment and its Impact on Clearing
  2. Current Main capital charges associated with Clearing
  3. Reasons OTC Trading will continue and not all trades will move to CPPs
  4. New CVA Capital Standardised and Advanced Formula
  5. Counterparty Capital Charges Arising from Basel II & III
  6. Capital Requirements for 3 Different Portfolio Strategies

Presenter

  • Dmitry Pugachevsky, Director of Research - Quantifi
 

Clearing & Risking Capital Costs Part 1

Clearing & Rising Capital Costs - Part 2

 

Clearing & Rising Capital Costs - Part 3

Clearing & Rising Capital Costs - Part 4

 

Clearing & Rising Capital Costs - Part 5

Clearing & Rising Capital Costs - Part 2

 

 

Recommended Whitepapers and Articles

Whitepaper: Cost of Trading and Clearing OTC Derivatives in the Wake of Margining

A First View on the New CVA Risk Capital Charge

Identifying Liquidity Risk for Financial Stability

Challenges in Implementing a Counterparty Risk Management Process