Central Clearing of OTC derivatives

Add to your list(s) Download to your calendar using vCal

• Murphy, D, Handjinicolaou, G, McLaughlin, D (Panel Session)
• Wednesday 27 August 2014, 15:30-17:00
• Seminar Room 1, Newton Institute.

If you have a question about this talk, please contact Mustapha Amrani.

Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches

Darrell Duffie (Stanford University)

George Handjinicolaou (ISDA)

Alexander Lipton (Bank of America) [to be confirmed]

Dennis McLaughlin (LCH Clearnet)

David Murphy (Bank of England)

This panel discussion will focus on systemic risk issues arising from the central clearing of over-the-counter derivatives. These issues may include default management resources and processes, the failure resolution of CCPs, planning for CCP service continuity or discontinuity, the liquidity of CCP default management resources, transparency of CCPs, supervision and regulation of CCPs (including cross-border issues), cross-CCP access by market participants, and a range of CCP risk management issues such as clearing membership requirements, voluntary and forced member resignations, criteria for approval of cleared products, initial margin requirements, and cross-silo risks. The panel includes experts from derivatives dealers, central clearing party operators, and financial regulators. An active discussion will include questions addressed to the panel from the floor.

This talk is part of the Isaac Newton Institute Seminar Series series.

This talk is included in these lists:

• All CMS events
• Featured lists
• INI info aggregator
• Isaac Newton Institute Seminar Series
• School of Physical Sciences
• Seminar Room 1, Newton Institute
• bld31

Note that ex-directory lists are not shown.