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Bloating CCP default funds New margin models Are the two linked?

Dealers grumble that greater guaranty fund payments could undermine the ‘defaulter pays’ principle of clearing

Morgan stanleyCme groupEurex clearingIntercontinental exchange iceNited states usLearing membersDefault fund contributionDefault fundsFutures commission merchant fcmInitial marginMargin modelsAlue at risk varRisk management

Concentration risk ticks up at large CCPs

Top five clearing members accounted for almost half IM and open positions in Q3

France generalCommittee on paymentsLtd swapclearClearing corporationInternational organization of securitiesRisk quantumCommodity clearingVice europeMarket infrastructuresInternational organizationSecurities commissionsAustralian securities exchange asxCme groupDepository trust amp clearing corporation dtccEurex clearingEuropean commodity clearing ecc

OCC default fund up 19% in Q3

Hypothetical stress losses behind latest spike in member contributions

Options clearing corporationOptions clearing corporation occNited states usNorth americaDefault fund contributionDefault fundsSkin in gameStress testingStress scenariosLearing membersIsk quantum

CFTC sounds the alarm on clearing capacity

US regulator warns porting cannot be guaranteed in the event of a large member default

Bob wassermanUs commodity futures trading commissionFutures trading commissionCommodity futures trading commission cftcIce clear usIce clear europeEurex clearingOntario teachers pension planNited states usNorth americaLearing membersDefault fundsInitial marginCounterparty riskAriation margin gains haircutting vmghRisk management

Indian CCPs derecognition costs BNPP, Deutsche €6bn in RWAs

Esma’s decision forces re-weighting of local exposures by EU dealers

Deutsche bankRisk quantumEuropean union euEuropean securities and markets authority esmaEserve bank of india rbiL autorite de controle prudentiel et resolution acprBanque de france bdfBnp paribasClearing corporation of india limited ccilSecurities and exchange board of india sebiNational stock exchange of indiaUndesanstalt für finanzdienstleistungsaufsicht bafinDeutsche bankLearing membersCapital requirementsDefault fund contribution

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