IHS Markit
Industry unsure of SEC’s new short-selling transparency rule
Requirement aims to provide sufficient transparency while protecting traders from a GameStop-style backlash
Markets Technology Awards 2022: the joy of flex
Tech users want the freedom to tweak and change their systems – not always an easy ask for rigid, legacy software
XVA in Japan: the outlook for 2022
Hiroyuki Yoshizawa, executive director, pricing valuations and reference data at IHS Markit Group Japan explores why financial institutions that were early-accounting CVA adopters are now taking the next steps on their XVA journeys
SEC stock loan disclosure plan won’t make markets more equal
The GameStop saga showed that securities lending is opaque. New rules are unlikely to improve things
UMR efficiency: optimising systems and processes for IM compliance
UMR are among the biggest collateral management issues faced by investors in over-the-counter (OTC) derivatives. At a specially convened session sponsored by IHS Markit at Risk.net’s Buy-Side Risk Global event, panellists discussed the latest phases of…
Market data vendor of the year: IHS Markit
Asia Risk Awards 2021
Margining solution of the year: IHS Markit
Asia Risk Awards 2021
Bank-backed futures utility criticised as too ambitious
Osttra’s Joanna Davies urges industry to look for “quick wins”
Asia Risk Awards 2021: The winners
All the winners of this year's Asia Risk Awards and Technology Awards
People moves: Credit Suisse senior shake-up, and more
Latest job changes across the industry
Big US managers diverge on CDS sales
Counterparty Radar: Pimco’s sold positions surge 80%, as PGIM and others retreat
Navigating UMR with the right partnership
The importance of uncleared margin rules (UMR) was brought sharply into view by the collapse of Archegos Capital Management at the end of March, resulting in more than $10 billion in losses at several prime brokers. IHS Markit considers how partnerships…
Uncleared margin rules: should only geeks care about initial margin calculation?
Why the consequences of inadequate initial margin calculation should not be underestimated
Pick a rate: pitfalls and prizes in the post-Libor world
SOFR set to win big in replacing Libor, but trillions could scatter across alternatives
Time to end debate on SOFR alternatives, participants warn
Doubt over future of five credit-sensitive Libor replacements may be hindering late-stage Libor transition
Deep XVAs and the promise of super-fast pricing
Intelligent robots can value complex derivatives in minutes rather than hours
The future of private market asset investing in Asia‑Pacific
The findings from research into the future of private market asset investing in Asia-Pacific, conducted by Asia Risk in partnership with IHS Markit, shine a light on the reasons private asset allocations decreased across the majority of investors in the…
The Libor replacement stakes: runners and riders
Credit-sensitive rates Ameribor and BSBY nose ahead of Ice, Markit and AXI; regulators keep watchful eye
Markit launches credit-sensitive SOFR alternatives
Crits can be used as add-on to SOFR, while Critr will be a standalone benchmark
Prudential, Goldman cast doubt on Libor-like replacement rates
Isda AGM: Participants split on case for credit-sensitive rates in post-Libor world
Credit curves – Crucial in a crisis
The peak of the Covid-19 crisis in March 2020 underlined the need for superior data; when the tide goes out, the shortcomings of some datasets are cruelly exposed. Banks and asset managers will need to have confidence in the data fuelling their models…