Capco: Swap futures - optimization for your interest rate exposure management?
The timing was perfect. Just as the annual ISDA conference took place, media began to highlight the huge change in capital requirements resulting from the combined EMIR and Basel III provisions on exposures to central counterparties.
In addition, the European Supervisory Authority on 14 April 2014 published a consultation on the risk management requirements for non-cleared derivatives. Now that the clock is finally ticking towards mandatory clearing of standardized interest rate derivatives
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