How wrong things can get – “Client Money Segregation”: Report of James W. Giddens, Trustee for the SIPA Liquidation of MF Global Inc:

http://www.cftc.gov/idc/groups/public/@newsroom/documents/file/mfglobaliinvestreport060412.pdf

ESMA’s third EMIR report: Segregation and Portability:

https://www.esma.europa.eu/sites/default/files/library/2015/11/esma-2015-1253_-_emir_review_report_no.3_on_segregation_and_portability.pdf

Blackrock’s take on CCPs as too big to fail:

http://www.blackrock.com/corporate/en-fr/literature/whitepaper/viewpoint-ccp-tbtf-april-2014.pdf

Buyside letter to European Commission on CCP recovery and resolution:

http://www.blackrock.com/corporate/en-gb/literature/publication/buyside-ceo-letter-on-ccp-rr.pdf

European Parliament Briefing on CCP Recovery and Resolution (April 2017)

http://www.europarl.europa.eu/RegData/etudes/BRIE/2017/599345/EPRS_BRI(2017)599345_EN.pdf

SwapClear Dealers’ 2008 commitment to NY Fed to make increased use of Swapclear, Markit and compression etc:

https://www.newyorkfed.org/medialibrary/media/newsevents/news/markets/2008/regulators_letter.pdf

Jon Gregory’s excellent book on Central Counterparties, which I found particularly informative in its treatment of risk management, available here:

http://eu.wiley.com/WileyCDA/WileyTitle/productCd-1118891511.html