IHS Markit

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

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…

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…

Data quality in focus as UMR deadlines stretch

The uncleared margin rules are seen by many as key to accurate and fast margin calculations. IHS Markit explores how firms can quickly assess proposed trades, calculate initial margin accurately and effectively handle the margin exchange workflow to…

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