20 February 2017

Granularity

Kathleen Tyson-QuahGranularity Ltd - London

The ESMA OTC Derivatives End User Carve Out

30 June 2012  |  3961 views  |  0 comments | recommendations 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  |  4175 views  |  0 comments | recommendations 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
More blog posts
Kathleen Tyson-Quah
Kathleen Tyson-QuahGranularity Ltd - London

Repo and OTC Derivatives as Financial Crisis Accelerators

16 May 2012  |  4558 views  |  1 comments | recommendations 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-Quah
Kathleen Tyson-QuahGranularity Ltd - London

Initial Margin: Theory and Practice

14 May 2012  |  4584 views  |  0 comments | recommendations 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-Quah
Kathleen Tyson-QuahGranularity Ltd - London

Are CCPs Increasing Risks? Part IV - With Slides!

13 May 2012  |  4014 views  |  0 comments | recommendations 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-Quah
Kathleen Tyson-QuahGranularity Ltd - London

Are CCPs Increasing Risks? Part III

15 April 2012  |  3690 views  |  0 comments | recommendations 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-Quah
Kathleen Tyson-QuahGranularity Ltd - London

Are CCPs Increasing Risks? Part II

16 March 2012  |  4110 views  |  0 comments | recommendations 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-Quah
Kathleen Tyson-QuahGranularity Ltd - London

Are CCPs Increasing Risks? Part I

15 March 2012  |  2830 views  |  2 comments | recommendations 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
Previous 1 Next
members
28,644
Members
comments
16,726
Comments
blogs
10,957
Posts
bloggers 
1,196
Active bloggers

Top bloggers: 30 days

Most viewed Engaging
Carlo R.W. De Meijer
Carlo R.W. De Meije...

Independent financial services advisor

Ritesh Patil
Ritesh Patil

Ritesh Patil is the co-founder of Mobiso...

Emma Foley
Emma Foley

Hi there! My name is Emma and I am Marke...

Monica Jasuja
Monica Jasuja

I specialize in Digital Payments to furt...

Who is commenting on these posts

Ketharaman Swaminathan
Bernhard Kainz
Matt Scott
Roberto Garavaglia
Nabeel Patel
João Bohner
John Safa
Nicola Cowburn
Ganesh Guruvayur
Arjeh Van Oijen
Alexander Peschkoff
James Piggot

Kathleen's blog archive

2012 (8)