A key feature of the price assessment processes utilised by price reporting agencies (PRAs), such as Platts, Argus and ICIS in the oil and gas markets, is the "Market-on-Close" (MOC) approach. An important part of the MOC...more
- Commodities eWindow Market-on-Close Price Reporting Agencies Trading Window Approach
BCBS/IOSCO Second Consultation Paper and its implications for EMIR -
Much of EMIR is now coming more clearly into focus. But a major unknown has for a long time been the question of margin requirements for uncleared OTC...more
- Basel Committee Conflicting Regimes Derivatives Eligible Collateral EMIR FX Swaps Intra-Group Transactions IOSCO Margin Requirements OTC Ring-Fencing Structured Derivatives
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