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Changing post-trading arrangements for OTC derivatives

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Author Info
Elisabeth Ledrut
Christian Upper
Abstract

The post-trading infrastructure of OTC derivatives markets has not always kept up with the rapid growth in trading volumes. Recent years have seen some initiatives that seek to introduce multilateral elements that facilitate flows of information between market participants while preserving the decentralised nature of the transactions. While central counterparties lead to the highest degree of mutualisation, other services, such as central information depositories or multilateral terminations, could deliver similar benefits in terms of information management.

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Publisher Info
Article provided by Bank for International Settlements in its journal BIS Quarterly Review.

Volume (Year): (2007)
Issue (Month): (December)
Pages:
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Handle: RePEc:bis:bisqtr:0712i

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Find related papers by JEL classification:
G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
G29 - Financial Economics - - Financial Institutions and Services - - - Other
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure

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  1. James T. Moser, 1998. "Contracting innovations and the evolution of clearing and settlement methods at futures exchanges," Working Paper Series WP-98-26, Federal Reserve Bank of Chicago. [Downloadable!]
  2. Robert R. Bliss & Robert Steigerwald, 2006. "Derivatives clearing and settlement: a comparison of central counterparties and alternative structures," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 22-29. [Downloadable!]
  3. Randall S. Kroszner, 2006. "Central counterparty clearing: history, innovation, and regulation," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q IV, pages 37-41. [Downloadable!]
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This page was last updated on 2008-7-4.

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