Totem extends pricing data to 10-year repos
IHS Markit service set to help banks with funding and swaps valuation concerns
IHS Markit’s Totem benchmarking service is providing indicative prices for government bond repos out to 10 years – far beyond what is considered liquid – in response to growing regulatory pressure on banks’ longer-term funding requirements and the need for more accurate valuation of swaps collateralised with bonds.
“It gives more transparency on the marking and you end up having an accurate valuation of your collateral, and that feeds the whole chain. It doesn’t just impact the desk managing
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net
More on Derivatives
MTS shuts euro swap venue
Would-be challenger to Tradeweb and Bloomberg is said to have closed less than ten months after launch
Mirfendereski joins MUFG as inflation head
Former HSBC inflation chief joins Japanese bank in London after study break
Dutch pension reforms face political uncertainty
Elections cast doubt on pension funds’ ongoing transition to defined contribution structure
Euro RFR group shuts down amid ongoing benchmark uncertainty
Working group calls time on transition despite split opinion on Euribor’s long-term future
PFZW’s payout to pensioners jolts euro swap curve
Dutch retirement fund’s announcement of unexpectedly large indexation takes market by surprise
Markets Technology Awards 2024: Fixes for the ‘forgotten middle’
Vendors spy opportunity in demystifying and democratising – opening up markets and methods to new users
Bank QIS teams take zero-day options plunge
JP Morgan sees better risk/reward profile for 0DTE-based trend strategies
