18 December 2014

Javelin’s 2-Day VAR Letter: What Does It Mean?

Tod Skarecky, Clarus Financial Technology

On the surface, swap futures are equivalent, in terms of risk, to cleared OTC MAC contracts. And a shift to 2-day historical VaR for OTC MAC contracts would bring their initial margin requirements down into the realm of futures margins. But the reality isn’t that simple. rest of story...



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Fixing Fixed Income: A Page from Social Media’s Playbook

Mike O'Hara, The Realization Group

Bondcube’s Paul Reynolds, Baymarkets’ Peter Fredriksson, Algomi’s Stu Taylor and Nomura’s Andrew Bowley discuss ways the buy side, sell side and regulators can work together to address the structural problems that have led to chronic illiquidity in the fixed income market. Continue

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