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EU regulators consult on compromise in derivatives spat with U.S.

Published 03/09/2015, 17:30
Updated 03/09/2015, 17:38
© Reuters. European Union flags flutter outside the EU Commission headquarters in Brussels

By Huw Jones

LONDON (Reuters) - The European Union has signalled that one of its key rules for regulating financial derivatives could be aligned with U.S. practise to help to end a lengthy dispute that risks fragmenting the $630 trillion market.

The dispute revolves around a rule that would require European market players to hold far more capital than U.S. counterparts for clearing trades, with the disparity holding up a broader transatlantic deal on supervising a derivatives market that largely trades out of London and New York.

A consultation paper was published by the European Securities and Markets Authority (ESMA) to little fanfare last week, but it said it would consider changing the EU's "liquidation period" for derivatives trades so that it falls more in line with the U.S. equivalent.

Clearing houses stand between two sides of a derivatives trade to ensure its completion even if one side goes bust. The liquidation period is the time regulators think that clearing houses need to deal with a potential default.

The EU's requirement is for a two-day liquidation period, compared with one day in the United States. However, a longer period typically means that more collateral has to be posted to back a trade, ESMA said.

That has proved an obstacle to regulatory efforts to increase the use of clearing to make the derivatives market safer and more transparent.

"The difference in EU and U.S. standards gives rise to the risk of regulatory arbitrage," ESMA said in its paper, adding that it would look at whether it would be appropriate to apply a one-day liquidation period.

The consultation is being fast-tracked as the market faces an April deadline for clearing to be made mandatory for some transactions.

© Reuters. European Union flags flutter outside the EU Commission headquarters in Brussels

Some officials in Brussels have argued that U.S. rules provided weaker safeguards, drawing the ire of the U.S. Commodity and Futures Trading Commission (CFTC), which oversees the U.S. market.

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