Knowledge Base
← Post-Trade and Market Infrastructures
Questions
Which regulation mandates central clearing for standardized interest rate swaps?
Which margin calculation model does Eurex Clearing use to optimize participants' collateral requirements?
What is the margin period of risk (MPOR) for equity transactions cleared by LCH SA EquityClear?
What confidence interval is used for margin calculation on OTC derivatives markets?
The liquidation period for OTC derivatives is generally shorter than for listed derivatives.
True
False
Monthly volume of transactions cleared by LCH SA RepoClear
Click to see answer
CCPs completely eliminate credit risk on payment for all transactions they clear.
True
False
Categorize items by dragging them to the appropriate zones
Items to categorize:
Cash equities
Listed derivatives
OTC derivatives
Repo
Categories:
<=2 days
>2 days