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


  • 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


  • Dmitry Pugachevsky, Director of Research – Quantifi



How to Accelerate XVA Performance

In the post-crisis world, an increasing number of banks have set up a centralized XVA desk. With the introduction of new regulations to ensure banks are adequately capitalized, it has become common practice to include certain costs in the pricing of OTC derivatives that, in many cases, had previously been ignored.


A First View on the New CVA Risk Capital Charge

In July 2015, the Basel Committee of Banking Supervision (BCBS) published a consultative paper on credit valuation adjustment (CVA) risk to improve the current regulatory framework. In February 2016, first improvements of this framework have been introduced within the QIS instructions for the QIS based on December 2015 results.


Quantifi Survey Reveals Challenges in Managing The Cost of Collateral for Clearing

Quantifi today published the results of a short survey conducted as part of its recent webinar on the Cost of Collateral for clearing.

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