July 2014
Intermediate to advanced
328 pages
11h 25m
English
book
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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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.