Speaking at the OTC Derivatives Summit in NY: 2-day VAR vs. 5-day VAR

Speaking at the OTC Derivatives Summit in NY: 2-day VAR vs. 5-day VAR

Today (Sep 17, 2013) I’m moderating a swap futures panel at the Institutional Investor Fixed Income Forum event in Westchester County.  For those of you…

Managing Liquidity Post Derivatives Reform (TabbFORUM)

In my conversation with Zohar Hod, head of SuperDerivatives US office, we discuss complications market participants will have understanding margin requirements across clearinghouses and dealers.

Pssst, looking to trade a swap without margin? (Reuters)

Another article looking at the new proposed margin rules from the FDIC and CFTC.  The debate here is if end-users, say Exxon, could start marketing…

CFTC Proposal to Change Futures Margin Payments May ‘Kill’ Brokerage Model (Bloomberg)

The CFTC is thinking about extending some of its proposed margin rules for OTC derivatives clearing to the futures market. The part that matters here…