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
- Current Regulatory Environment and its Impact on Clearing
- Current Main capital charges associated with Clearing
- Reasons OTC Trading will continue and not all trades will move to CPPs
- New CVA Capital Standardised and Advanced Formula
- Counterparty Capital Charges Arising from Basel II & III
- Capital Requirements for 3 Different Portfolio Strategies
Presenter
- Dmitry Pugachevsky, Director of Research - Quantifi
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