The DTCC is taking nearly a month to match inter-repository trades, and corporates are concerned that they will shoulder the blame
UK-based CCPs have to pass investment losses to members and BoE says it would be logical for returns to be shared as well. But market participants say that will not win CCP shareholder support
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementation. Others are taking a more cautious approach, waiting for the industry to address key concerns such as security before they to embrace computing.
More Treasury articles
A ring fence has been proposed for five major UK banks to prevent them issuing structured products. The ban's biggest impact will be on the structured deposits, says a London lawyer
Disparate – but intimately related – adjustments to derivatives prices are being put under one umbrella by some dealers, uniting counterparty risk, funding, collateral and capital management in one super-desk. That frightens some treasurers, who see...
Derivatives desks have been passing along funding costs for uncollateralised trades since bank spreads blew out in the crisis. But a funding-dependent price is subjective – and this is intolerable to some quants and risk managers. A heated debate is...
Thomson Reuters completes the sale of its trade and risk management business to Vista Equity Partners, and the new company – called Turaz – already has its eye on acquisitions, says chief executive Bret Bolin
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.