Christopher Whittall
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Articles by Christopher Whittall
Basel Committee publishes final Basel III rules
The Basel Committee has finalised its Basel III package - but work in certain areas will continue into 2011
Market endorses 'elegant' CFTC proposal on margin
Legally segregated/operationally commingled approach to margin segregation attracts praise from buy- and sell-side.
Lehman opts to settle over Dante flip-clause transactions
Trustees relieved as settlement looks imminent
Concern over scarcity of high-quality assets forces CCPs to broaden eligible collateral
Ice Clear Europe accepts gold for margin, while LCH.Clearnet is also working on extending eligible collateral
Dealer concern over proposed change to client margin segregation
Ice Trust estimates it might have to increase initial margin by 63% to cover risk.
Ban on rehypothecation could increase derivatives costs
A number of hedge funds are now insisting margin posted on derivatives trades is not rehypothecated – a trend that could drive up costs
15 minutes with: Stacy Williams, HSBC
Senior quant discusses the high levels of cross-asset correlation across today's markets
UK Lehman administration considers spin-off
Specialist firm would provide complex derivatives valuation and advisory services.
Liquidity regulation forces transfer pricing models rethink
The cost of building liquidity buffers will ultimately flow through to clients.
Spanish debt office in negotiations on credit support annex thresholds
Government agency looks to alleviate funding costs for bank counterparties in swaps transactions.
Sizeable portion of banks not planning to become clearing members
Battle for client clearing business set to heat up, reveals Risk interdealer poll
Regulators to present living wills proposals to G-20
Banks asked to draw up blueprints for resolution as part of a pilot scheme