Capital requirements on over the counter options

1997 ◽  
Vol 4 (11) ◽  
pp. 657-660
Author(s):  
Lily Choong
Keyword(s):  
Capital Requirements ◽  
Over The Counter

A Decade after Lehman: An Assessment of Key Regulatory Responses to the Global Financial Crisis

2019 ◽  
Vol 16 (4) ◽  
pp. 457-483
Author(s):  
Andreas Kerkemeyer
Keyword(s):  
Financial Crisis ◽  
Global Financial Crisis ◽  
Financial System ◽  
Capital Requirements ◽  
Investment Bank ◽  
Over The Counter ◽  
Basel Accords ◽  
Lehman Brothers ◽  
The Global Financial Crisis ◽  
Almost All

In September, 2008, the meltdown of the investment bank Lehman Brothers accelerated the Global Financial Crisis, which affected economies and consumers worldwide. As soon as the Global Financial Crisis broke out, governments and legislators recognized the need for macroprudential reform in order to build a resilient financial system. Today, legislators in every major jurisdiction have finalized almost all major reforms that were envisaged once it had become clear that the crisis was also due to regulatory shortcomings. The reforms especially targeted (over-the-counter) derivatives and the equity base of banks. Following an analysis of the reasons for the Global Financial Crisis and the regulatory failures that contributed to its severity this article will discuss two major legislative responses that intend to make the financial system robust – the establishment of a central dearing obligation for over-the-counter derivatives and the revised Basel Accords on capital requirements for banks.

Capital requirements for over-the-counter derivatives central counterparties

2015 ◽  
Vol 52 ◽  
pp. 140-155 ◽  
Author(s):  
Li Lin ◽  
Jay Surti
Keyword(s):  
Capital Requirements ◽  
Over The Counter ◽  
Central Counterparties

scholarly journals Capital Requirements for Over-the-Counter Derivatives Central Counterparties

2013 ◽  
Vol 13 (3) ◽  
pp. 1 ◽  
Author(s):  
Li Lin ◽  
Jay Surti ◽  
◽  
Keyword(s):  
Capital Requirements ◽  
Over The Counter ◽  
Central Counterparties

Static models of central counterparty risk

2015 ◽  
Vol 02 (02) ◽  
pp. 1550011 ◽  
Author(s):  
Samim Ghamami
Keyword(s):  
Capital Requirements ◽  
Risk Measurement ◽  
Counterparty Risk ◽  
Risk Capital ◽  
Over The Counter ◽  
Otc Derivatives ◽  
Measurement Framework ◽  
Risk Sensitive ◽  
Definition Of ◽  
Novel Applications

Following the 2009 G-20 clearing mandate, international standard setting bodies (SSBs) have outlined a set of principles for central counterparty (CCP) risk management. They have also devised formulaic CCP risk capital requirements on clearing members for their central counterparty exposures. There is still no consensus among CCP regulators and bank regulators on how central counterparty risk should be measured coherently in practice. A conceptually sound and logically consistent definition of the CCP risk capital in the absence of a unifying CCP risk measurement framework is challenging. Incoherent CCP risk capital requirements may create an obscure environment disincentivizing the central clearing of over the counter (OTC) derivatives transactions. Based on novel applications of well-known mathematical models in finance, this paper introduces a risk measurement framework that coherently specifies all layers of the default waterfall resources of typical derivatives CCPs. The proposed framework gives the first risk sensitive definition of the CCP risk capital based on which less risk sensitive non-model-based methods can be evaluated.

Acetaminophen: Neonatal hepatotoxicity due to late pregnancy exposure

1987 ◽  
Vol 45 ◽  
pp. 718-719
Author(s):  
G.A. Miranda ◽  
M.A. Arroyo ◽  
C.A. Lucio ◽  
M. Mongeotti ◽  
S.S. Poolsawat
Keyword(s):  
Low Dose ◽  
Fetal Liver ◽  
Late Pregnancy ◽  
Toxic Chemicals ◽  
Control Group ◽  
High Dose ◽  
Over The Counter ◽  
Liver And Kidney ◽  
Neonatal Liver ◽  
Childbearing Women

Exposure to drugs and toxic chemicals, during late pregnancy, is a common occurrence in childbearing women. Some studies have reported that more than 90% of pregnant women use at least 1 prescription; of this, 60% used more than one. Another study indicated that 80% of the consumed drugs were not prescribed, and of this figure, 95% were “over-the-counter” drugs. Acetaminophen, the safest of all over-the-counter drugs, has been reported to induce fetal liver necrosis in man and animals and to have abortifacient and embryocidal action in mice. This study examines the degree to which acetaminophen affects the neonatal liver and kidney, when a fatty diet is simultaneously fed to the mother during late pregnancy.Timed Swiss Webster female mice were gavaged during late pregnancy (days 16-19) with fat suspended acetaminophen at a high dose, HD = 84.50 mg/kg, and a low dose, LD = 42.25 mg/kg; a control group received fat alone.

Over-the-Counter Hearing Aid Act Introduced in U.S. Congress

ASHA Leader ◽  
2017 ◽  
Vol 22 (5) ◽  
pp. 9-9 ◽  
Keyword(s):  
Hearing Aid ◽  
Over The Counter

FDA Approves First Over-the-Counter Test for HIV Detection

2012 ◽  
Vol 43 (8) ◽  
pp. 10 ◽  
Author(s):  
Frances Correa
Keyword(s):  
Over The Counter

Abstract #1098 A Curious Case of Persistently Elevated TSH Associated with High Dose Over the Counter Biotin Supplementation

2018 ◽  
Vol 24 ◽  
pp. 271-272
Author(s):  
Thomas Varghese ◽  
Faisal Qureshi
Keyword(s):  
High Dose ◽  
Over The Counter ◽  
Biotin Supplementation
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