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A Sell-Side Perspective on Clearing, XVA and Risk Management  

December 22, 2015

The panel talked about how markets are being transformed with regulation including Basel lll, MiFID 2, and clearing the two main drivers. With the introduction of Basel lll leverage rules, in response to the earlier capital model which was based on risk weighted assets (RWAs), the regulators were a holistic and one non-risk approach to be applied across all banks.  The panel also discussed how firms are preparing for MiFID2 from a clearing perspective. Relating to xVA, the speakers provided their perspectives on the impact on clients from an xVA desk viewpoint in terms of clearing.

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