Mark Pengelly
OTC derivatives reform will lead to algo boom, banks predict
Dodd-Frank and Sefs set to encourage growth in algorithmic execution of OTC derivatives, say dealers
New algorithm is designed to automatically hedge gamma sensitivity of foreign exchange options
Panel participants encourage buy-side firms to engage with CCPs early to avoid a last-minute rush
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More Mark Pengelly articles
LCH.Clearnet 'shocked' at Dodd-Frank capital requirement
CCP's chief executive speaks out against CFTC ruling at New York conference.
Basel Committee tweaks counterparty risk rules
Basel Committee changes CVA methodology and releases consultation paper on CCP default fund charges
Buy-side targets capital efficiency, says UBS
Findings of UBS analysts stoke fears of race to the bottom among over-the-counter derivatives clearing firms
The impact of regulation on the global OTC market
Three web seminars – in Hong Kong, London and New York – exploring key changes in international OTC derivatives regulation from a regional perspective
Isda members to qualify as swap dealers, says Gensler
All 209 primary members of the International Swaps and Derivatives Association could fall under the definition of swap dealer if they intend to do business in the US, according to Gary Gensler, chairman of the US Commodity Futures Trading Commission...
Liquidity critical to OTC clearing, argue dealers
Regulators should consider liquidity when deciding which over-the-counter derivatives should be cleared, say market participants
Questions raised about CCP collateral
Bank collateral managers raise concern about wrong-way risk in clearing house collateral
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