全球投资银行业研究报告(I)2009年9月(摩根大通)
介绍
Table of Contents
Regulatory Proposal 1: Centralised clearing of OTC
derivatives...............................................................................14
Regulatory Proposal 2: Migrating standardized OTC
derivatives to exchanges:......................................................25
Regulatory Proposal 3: Improving post-trade transparency -
Record-keeping and reporting requirements for all OTC
derivatives trades:..................................................................30
Regulatory Proposal 4: Commodity Market Reforms..........37
Regulatory Proposal 5: Mitigating pro-cyclicality through
the use of stressed VaR.........................................................45
Regulatory Proposal 6: Introducing an incremental risk
charge to the standardized market risk methodology ........49
Regulatory Proposal 7: Increased Capital Requirements for
trading book securitization exposures.................................53
Regulatory Proposal 8: Increased capital requirements for
non-CCP eligible OTC derivatives trades.............................60
Appendix .................................................................................64
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