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Taming the systemic risk Hydra: 10 years of mandatory clearing

Regulators, clearers and market participants reflect on a decade of the clearing requirement

United kingdomCity ofSouth koreaDaniel maguireGary genslerSuzanne spragueDavid baileySteven maijoorBob wassermanJerome kempGaspard boninSunil cutinhoPatrick pearsonVerena rossTimothy massadSingapore exchange

Hard concentration: clearing members want clarity from CCPs

FCMs complain they struggle to pass opaque margin calculations through to end-clients

United kingdom generalUnited kingdomDmitrij senkoPaul cusenzaDavid hornerEurex prismaSuzanne spragueEurex senkoJackie mesaGroup spragueInternational organization of securitiesBasel committee on paymentsFutures industry associationFutures industryIce clear europeIce risk model

LME nickel surge puts clearing houses in the spotlight

LONDON, June 21 (Reuters) - The London Metal Exchange (LME) took emergency measures on March 8, 2022 to halt nickel trading as prices doubled to more than $100,000 a tonne. The surge was blamed on short-covering.

Hong kongCity ofUnited kingdomHong kong generalHuw jonesDavid gregorioXiang guangdaLondon stock exchange groupElliott associatesLondon metal exchangeJane street global tradingEinar aasNasdaq clearing

Market rejects EU attempts to isolate energy firms via Emir

Participants warn proposals would push up hedging costs for little systemic protection

Bruxelles capitaleUnited kingdomKatten muchin rosenmanSimon gleesonMarkus ferberPeter krusaaClifford chanceEuropean parliamentEuropean commissionEuropean unionNathaniel laloneKatten muchinEuropean market infrastructureLice clearEuropean commodity clearingUnited kingdom based ice clear europe

How to model potential exposure, post-Archegos

BofA quant’s model considers the correlation between market shocks and counterparty defaults

United statesAndrew dickinsonChris kenyonCredit suisseArchegos capital managementMalachite capital managementEinar aasDefault correlationRobability of default pdUmp to defaultLevy processesCat tailsCounterparty credit riskRisk management

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