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US Treasuries clearing: a new era
What will the SEC’s clearing mandate mean for your firm? Explore the latest updates and analysis around clearing models, collateral requirements, risk tools and market structure
Seven developments shaping US Treasury clearing
As the SEC’s US Treasury clearing mandate approaches, FICC is rolling out new access models, protections and risk tools to help market participants prepare for a broader move into central clearing
What’s next for Treasury clearing? Cleared buy-side tri-party enhancements at DTCC
Innovations to improve margin efficiency for the buy side and streamline done-away activity with tri-party repo enhancements to FICC’s sponsored and agent clearing services
Fireside chat: Advancing FX clearing for safer settlement
Developments in FX clearing are supporting the creation of a safer, more scalable settlement infrastructure
Vendor spotlight: Credit lending operations, 2025
Crisil’s Credit+ platform is a modular, enterprise credit lending and operations platform on a microservices-based architecture
Vendor spotlight: Credit risk management solutions, 2025
Crisil has adopted a platform strategy that brings together its full suite of credit risk, analytics and regulatory capabilities
Integration strengthens e-trading in persistently volatile markets
Survey reveals that traders are grappling with daily volatility, while technology outranks liquidity as the top market structure concern
Macro shocks prompt reset in Apac risk management
How banks and other Apac market participants are responding to this new era of uncertainty amid the frequency and severity of macroeconomic shocks
Smarter margin. Clearer insight. Diversify liquidity.
Analysis, survey findings and practitioner perspectives examining the role of non-cash VM collateral, the operational challenges and whether tri-party infrastructure can support the next phase of change
The changing shape of variation margin collateral
Financial firms are open to using a wider variety of collateral when posting VM on uncleared derivatives, but concerns are slowing efforts to use more non-cash alternatives
Repo clearing: expanding access, boosting resilience
Michel Semaan, head of RepoClear at LSEG, discusses evolving requirements in repo clearing
Market data provider of the year: S&P Global Market Intelligence
S&P Global Market Intelligence has consistently met demands across Apac’s fast‑evolving capital markets, securing its win at the Risk Asia Awards 2025
Macro shocks force risk reset in Asia
Measuring, managing and responding to geopolitical uncertainty and volatility
Best user interface innovation: J.P. Morgan
J.P. Morgan wins Best user interface innovation thanks to its Beta One portfolio solution
Multi-asset investing: capturing diversification and alpha in a complex market
How multi-asset and cross-asset strategies are redefining performance and scale across institutional portfolios
Winds of change 2026: managing opportunities
Shifts in monetary and fiscal policy are reshaping fixed income markets
From inertia to acceleration: scaling tri-party VM and collateral reuse
Catalysing network effects and expanding non-cash VM at scale
AI and the next era of Apac compliance
How Apac compliance leaders are preparing for the next era of AI-driven oversight
Japan’s yen swaps go global
JSCC isn’t just clearing swaps, it is clearing the way for the next stage of Japan’s financial evolution
Market liquidity risk product of the year: Bloomberg
Bringing clarity and defensibility to liquidity risk in a fragmented fixed income market
FRTB (SA) product of the year: Bloomberg
A globally consistent and reliable regulatory standardised approach for FRTB
Best use of cloud: ActiveViam
Redefining high-performance risk analytics in the cloud
Best use of machine learning/AI: ActiveViam
Bringing machine intelligence to real-time risk analytics