Building the new derivatives regulatory framework oversight of Title VII of the Dodd-Frank Act : hearing before the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Twelfth Congress, first session, on continuing the oversight of the implementation of Title VII of the Dodd-Frank Act, April 12, 2011 by United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs.

Cover of: Building the new derivatives regulatory framework | United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs.

Published by U.S. G.P.O., For sale by the Supt. of Docs., U.S. G.P.O. in Washington .

Written in English

Read online

Subjects:

  • Over-the-counter markets,
  • Swaps (Finance),
  • Law and legislation,
  • United States,
  • Derivative securities

Edition Notes

Book details

Other titlesOversight of Title VII of the Dodd-Frank Act
SeriesS. hrg -- 112-102
Classifications
LC ClassificationsKF26 .B39 2011a
The Physical Object
Paginationiii, 119 p. ;
Number of Pages119
ID Numbers
Open LibraryOL25196610M
ISBN 100160900018
ISBN 109780160900013
LC Control Number2011506616
OCLC/WorldCa769660137

Download Building the new derivatives regulatory framework

Following the EXECUTIVE SESSION the Committee will meet in OPEN SESSION to conduct a hearing entitled “Building the New Derivatives Regulatory Framework: Oversight of Title VII of the Dodd-Frank Act.” The witnesses on Panel I will be: The Honorable Mary L.

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Derivatives Markets: The New Regulatory Paradigm covers the various aspects of regulation such as EMIR and Solvency II and the effects they will have on market structure, trends, growth, pricing and operations.

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trading book (FRTB) is targeted directly at the trading book, while the new standardised approach for counterparty credit risk (SA‑CCR) is of greatest relevance to entities with material derivative portfolios. Basel IV: Calculating EAD according to the new standardizes approach for counterparty credit risk (SA-CCR) 11 Criticism of CEM and SM The currently available methods for determining the Exposure at Default, i.e.

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Securities and Exchange Commission. by Chairman Mary L. Schapiro U.S. Securities and Exchange Commission. Before the United States Senate Committee on Banking, Housing, and Urban Affairs Ap   Based on the analysis of the objectives of international organisations and ongoing regulatory implementation of new rules, the reader will be provided with an in depth analysis of this new regulation.

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The book groups cases by derivative category, starting with the simplest and building up to the most complex namely, Forwards, Futures, Options and Swaps in that order, with applications in commodities, foreign exchange, stock indices and interest rates.

Each chapter deals with one derivative debacle, /5(3). This document sets out the Basel III leverage ratio framework, along with the public disclosure requirements applicable as from 1 January These requirements supersede those in Section V of.

Basel III: A global regulatory framework for more resilient banks and banking Size: KB. tinent, African countries are tapping into new and inno-vative sources of financing, including exploiting the full potential of the commodity exchange and derivatives markets to facilitate the development of local capital markets.

Ethiopia is a good example in this regard. A File Size: 4MB. can be used for both OTC derivatives and securities financing transactions (defined as repurchase and reverse repurchase agreements, securities lending and borrowing, and margin lending).

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Scheduled attendees are expected to include Mary Schapiro, Chairman. (ii) Mandatory margining (IM 0 and VM t) for OTC-derivatives if the 2 contract partners are banks and/ or systematically relevant Non-financials. IM 0 is a major challenge as new, gross and restricted re-use.

Sophisticated internal margin models or (very) conservative regulatory margins (iii) Bank capital requirements for derivatives-related. The Victorian Building Authority (VBA) regulates Victoria’s building industry, which is governed by the Building Act (the Act).

The Act sets out the framework for the regulation of building construction, building standards and the maintenance of specific building safety features. The objectives of. The Act creates an extensive new regulatory framework for “swaps” and “security-based swaps,” capturing substantially all derivatives transactions that previously were exempt from regulation under the Commodity Futures Modernization Act.

The Act contemplates mandatory clearing and trading on regulated facilities for many derivatives. The new market risk framework set out in the final rules maintains the relationship between the regulatory trading books and instruments “held for trading” by the bank.

However, the rules have been formulated to address the gap in the trading book and banking book boundary which was not addressed in the previous framework. Within the framework of total market flow and straight-through processing as constrained by regulatory compliance, the core of the book details the contract life cycle from origination to expiration for each of the major derivatives product classes, including listed futures and options, cleared and bilateral OTC swaps, and credit : Apress.

Erik Banks is an independent risk consultant and financial author who has been active in the investment banking sector for 20 years. Erik has held senior risk management positions at Merrill Lynch, XL Capital, and Citibank in New York, Tokyo, London, and Hong Kong, and has written 20 books on derivatives, risk, emerging markets, and merchant banking, including the JohnWiley titles The Cited by: 1.

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Swaps/ Financial Derivatives - Third Edition is a unique, authoritative and comprehensive reference work for practitioners on derivatives. It brings together all aspects of derivative instruments within a cohesive and integrated framework covering: * Derivative instruments including exchange-traded markets and over-the-counter markets * Pricing, valuation and trading/hedging of derivatives.3/5(1).

Derivative Markets: The New Regulatory Paradigm covers the various aspects of regulation such as EMIR and Solvency II and the effects they will have on market structure, trends, growth, pricing and operations. It addresses both the technical and commercial considerations. The regulatory framework in India is based upon the working of the L C Gupta committee and JR Verma Committee.

The SEBI has given the following guidelines for the regulatory framework of the derivative market: Derivatives Markets. There are two distinct groups of derivative. Search the world's most comprehensive index of full-text books. My library. Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory.

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A Practitioner's Guide. Author: Amir Sadr; Publisher: John Wiley & Sons ISBN: Category: Business & Economics Page: View: DOWNLOAD NOW» An up-to-date look at the evolution of interest rate swaps and derivatives Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life.

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