Cleared Swap prices versus Bi-lateral Swap prices
Last month, I posted a blog titled “Swaps, Actual Traded Prices and Size”. Today I would like to make a correction in one of the interesting insights I noted in that blog. Namely the point that the “The price differences between UnCleared and Cleared Swaps can be observed and is sizeable” and I went on […]
Oracle Cloud Seminar
I was invited to an Oracle seminar last week, with the title “Banking on Cloud” and sub-title “The coming of age for Financial Services”. The main speaker was Bryan Glick, Editor in Chief of Computer Weekly. Computer weekly was a ubiquitous magazine found on every desk, when I started my IT career at Chase Manhattan […]
OTC Central Clearing: One Month In, What does the Data Show?
An analysis of trade activity data prior to and post the March 11th Dodd-Frank Act mandatory clearing deadline, published today on DerivSource. Read more ›