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

  • 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

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