MARGIN REQUIREMENTS

This paper discusses the impact of Dodd-Frank Act -Title 7 to establish minimum initial and variation margin requirements for uncleared swaps entered into swap dealers and major swap participants collectively known as, “Swap Entities” that are subject to regulation by the “Prudential Regulators”.

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DODD FRANK REFORM

This paper provides a description of the financial reform bill as it pertains to OTC derivatives clearing, otherwise known as the Dodd-Frank Act. The Act is comprehensive in scope, providing for significant changes to the structure of federal financial regulation and new substantive requirements that apply to a broad range of market participants.

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REAL TIME REPORTING FOR DODD-FRANK ACT

The final rule-making implements section 727 of the Dodd Frank act to provide a real time public reporting regime to promote transparency and enhance price discovery in the swaps markets.

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SWAP DATA RECORDKEEPING FOR DODD-FRANK ACT

The final rule-making implements the Dodd-Frank act new statutory framework regarding swap data record keeping and reporting requirements for swap repositories (SDR), swap execution facilities (SEF), derivatives clearing organizations (DCO), (SD) swap dealers and (MSP) major swap participants.

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DATA REGULATORY REQUIREMENTS DODD-FRANK

This paper proposes rules to identify specific data fields for all types of OTC derivatives to be reported for real time dissemination as well as for regulatory reporting purposes.

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VOLCKER RULE

The Final Rule implementing Section 619 of the Dodd- Frank Wall Street Reform and Consumer Protection Act (“the Dodd-Frank Act”), is commonly referred to as the “Volcker Rule”.

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LIQUIDITY RISK FRAMEWORK

This white paper presents the liquidity portion of the Basel Committee reforms to strengthen the global capital and liquidity regulations with the goal of promoting a more resilient banking sector.

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ELECTRONIC TRADING

This paper discusses Algorithmic trading in the U.S. equities, futures and bonds industry which is well past its infancy, with a host of tools available for use in a wide
range of markets.

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PRACTICAL APPROACHES TO INTEGRATING MARKET AND CREDIT RISKS

This paper addresses the historical and practical aspects for market and credit risks that have often been treated as if they are unrelated sources of risk, in which each risk type has been measured and managed separately as well as assessing economic capital separately.

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REFERENCE DATA MANAGEMENT AND RECENT MARKET TRENDS

This paper discusses Reference Data Management being recognized as one of the critical aspects of a corporate financial entity consisting of a set of distinct categories.

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STRESS TESTING AND VAR IMPLICATIONS IN MARKET RISK MODELING

This paper discusses the two potential approaches to measuring the overall risk of a firm’s position, the first approach is a statistical based approach called value-at-risk, and the second one is based on economic insight rather than statistics, called stress test analysis.

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