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Central Counterparties: Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives by Jon Gregory

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Index

adverse selection

agency model

AIPs see Auction Incentive Pools

AMBAC Insurance Corporation

American International Group (AIG)

American International Group financial products (AIGFP)

Ashanti

Auction Incentive Pools (AIPs)

auctions

backloading transaction

Bank for International Settlement (BIS) and note

Bankhaus Herstatt

Barings Bank

Basel Committee on Banking Supervision (BCBS)

Basel III

BCBS see Basel Committee on Banking Supervision

Bear Stearns

bilateral margin

criticisms

in derivatives markets

exemptions

requirement

bilateral markets

clearing

definition

dominance

in financial crisis

growth/success

margin practices in

netting methods

bilateral netting

classic problem

close out netting

Continuous Linked Settlement

impact of netting

impact outside OTC derivatives markets

ISDA master agreement

origins

payment netting

see also multilateral netting; netting

BIS see Bank for International Settlement

BM&FBOVESPA (Bolsa de Valores, Mercadorias & Futuros de Sao Paulo) stock exchange

Boeing

BP Deepwater Horizon

Caisse de Liquidation

Canadian Securities Administrators Derivatives Committee

capital charges

client clearing/bilateral aspects

default fund exposure

example

final rules

method 1 (interim rules)

method 2 (interim rules)

qualifying CCPs

trade exposure

Caterpillar

CBOT see Chicago Board of Trade

CCP see central counterparty

CDO see collateral debt obligation

CDPC see credit derivative product company

CDS see credit default swaps

CEM see current exposure method

central banks ...

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