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How long can CCPs afford to wait?

Clearing houseTwo months ago the Basel Committee decided that banks will have to set aside less capital against trades through central clearing houses in a bid to encourage them to use their services. The aim is to make banks use the central counterparties (CCPs), making it easier for regulators to follow the flow of banks’ trades and exposures to each other.

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Addressing FRTB challenges with in-memory computing

New FTRB rules will make life harder for banksIn a recent video blog published on March 18, Satyam Kancharla from Numerix* highlighted some of the issues introduced by the draft proposal of the Fundamental Review of the Trading Book (FRTB) run by the Basel Committee on Banking Supervision (BCBS). Among those challenges are the transition from Value-at-Risk to Expected Shortfall, the use of varying liquidity horizons, and revisions brought to the methodologies.

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Crowded Trades: Are Clearing Houses Immune From Systemic Risk?

Crowded Trades: Are Clearing Houses Really Immune Against Systemic Risk?The sudden decision by the SNB to remove the longstanding cap on the Swiss Franc against the Euro took markets by surprise, causing many casualties amongst the foreign exchange broker community. As stated by the Financial Times on January 19, “In one of the most damaging currency swings in the modern trading area, the Swiss Franc soared in value, leaving investment banks across the world with big losses and hitting foreign exchange brokers particularly hard”.

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