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Kathleen Tyson-QuahGranularity Ltd - London

The ESMA OTC Derivatives End User Carve Out

30 June 2012  |  3469 views  |  0  |  Recommends 1

ESMA has released a Consultation Paper on the draft technical standards for trade repositories, OTC clearing and CCPs. Discussion of non-financial counterparty exclusions begins on page 14. OTC contracts that protect non-financial counterparties against risks "directly related to their commercial activities and treasury financing activities&qu...

TagsTrade executionGroupPost-Trade Forum
Kathleen Tyson-QuahGranularity Ltd - London

Hurtling Towards Harmonisation

19 June 2012  |  2664 views  |  0  |  Recommends 0

I spent most of yesterday reading the Financial Stability Board's OTC Derivatives Markets Reforms Third Progress Report on Implementation. Thrilling stuff if you were desperately awaiting your next installment of regulatory waffle on harmonisation of global regulation and infrastructure for derivatives. What struck me most powerfully about this re...

TagsTrade executionGroupPost-Trade Forum
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Kathleen Tyson-QuahGranularity Ltd - London

Repo and OTC Derivatives as Financial Crisis Accelerators

16 May 2012  |  3901 views  |  1  |  Recommends 0

Following links a few days ago led me to a fascinating journal article by Professor Mark Roe of Harvard Law School. He suggests that the preferential treatment of OTC derivatives and repo collatera...

TagsTrade executionGroupPost-Trade Forum
Kathleen Tyson-QuahGranularity Ltd - London

Initial Margin: Theory and Practice

14 May 2012  |  4030 views  |  0  |  Recommends 1

The news that the CME CCP will be accepting corporate bonds and that LCH-Clearnet will accept RMBS for initial margin has me thinking about the dangers of demutualisation of clearing houses. Managem...

TagsTrade executionGroupPost-Trade Forum
Kathleen Tyson-QuahGranularity Ltd - London

Are CCPs Increasing Risks? Part IV - With Slides!

13 May 2012  |  3279 views  |  0  |  Recommends 0

The Post Trade Forum debate on Are CCPs Increasing Risk? was held at the London Stock Exchange [a couple weeks ago]. Cheers, Gary, for letting me take part in such a fun event! My slides are availa...

TagsTrade executionRisk & regulationGroupPost-Trade Forum
Kathleen Tyson-QuahGranularity Ltd - London

Are CCPs Increasing Risks? Part III

15 April 2012  |  3371 views  |  0  |  Recommends 0

I've let the ball drop on blogging for the past few weeks, but have been thinking a lot about the issues. The Post Trade Forum debate on Are Clearing Houses Increasing Risk? will take place on Tuesd...

TagsTrade executionRisk & regulationGroupPost-Trade Forum
Kathleen Tyson-QuahGranularity Ltd - London

Are CCPs Increasing Risks? Part II

16 March 2012  |  3648 views  |  0  |  Recommends 0

Yesterday's post looked at the big risks in the CCP landscape from simultaneous requirements for mandatory margin, novated contract terms, complex portfolio and collateral valuations, reference data r...

TagsTrade executionRisk & regulationGroupPost-Trade Forum
Kathleen Tyson-QuahGranularity Ltd - London

Are CCPs Increasing Risks? Part I

15 March 2012  |  2531 views  |  2  |  Recommends 0

The title of this post is the title of a debate being hosted Post-Trade Forum next month: Post Trade operational risk: Are Clearing Houses increasing risks? Gary Wright of B.I.S.S. Research has kindly...

TagsTrade executionRisk & regulation
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