- Sol Steinberg, Regional Director, PRIMA
- Glenn Taitz, Head of Fixed Income Trading, Invesco
- As the OTC market moves further towards a clearing model, what are the issues in terms of cost and risk?
- Is increased margin on uncleared transactions pushing buy side firms to trade exchange-traded derivatives to avoid additional costs?
- Will the new uncleared margin requirements lead to an increase in voluntary clearing of ‘non-cleared’ products or is this not necessary?
- Are adequate solutions available to make the clearing model more streamlined and efficient, or are the still improvements to be made?
- With rules governing futures transactions being less restrictive than current swap rules, are we likely to see the futurization of swaps?