Credit risk, CVA and DVA: Article on the Impact of EMIR
CreditEn have issued a short paper on the impact of EMIR on credit risk, CVA (Credit Value Adjustment) and DVA (Debt Value Adjustment). It provides some food for thought.
CreditEn have issued a short paper on the impact of EMIR on credit risk, CVA (Credit Value Adjustment) and DVA (Debt Value Adjustment). It provides some food for thought.
The London Metals Exchange (LME) and DTCC today announced a partnership to connect LME Clear to DTCC for EMIR reporting purposes. The link is set to enable trades executed on…
There isan interesting guest post on RegTechFS from Commerzbank about how they are addressing the UTI issue. The issues are slightly different for us in the energy industry, but it makes…
Notes taken by ETR at the public workshop on REMIT held at ACER's offices in Ljubljana on 7th November can be found here.
ESMA have published their final recommendation to the Commission on clearing and risk mitigation obligations for non EU OTC derivatives. Interesting stuff on measuring the impact of non EU trades…
Last week ESMA sent a letter to the European Commission reiterating their disappointment at the refusal to delay the reporting of Exchange Traded Derivatives under EMIR, and pointing out the difficulties…
In case anyone missed it, last week's Q+A update on EMIR coincided with an update to the list of recognised LEI (Legal Entity Identifiers) pre LOUs (Local Operating Units that…
ISDA have released a summary document and presentation/webinar on their recently released best practice document on how to generate and communicate Unique Transaction identifiers. The new documents focus on the recommended…
The market written co written by ETR Advisory and CommTech Advisory and sponsored by TriOptima has been updated to reflect recent developments and announcements over the last weeks. The report…
Ofgem's penalties statement and procedural guidelines for REMIT have reached the "decision stage" following the consultation that has been running since June. The finalised documents can be found here.There are…