Quantile
Managing the cost of transition and the risk of delay
A forum of industry leaders, which includes sponsors of this report, discusses key industry concerns around the transition away from Libor, including the risks investors will face once the rate is discontinued and how to manage them, whether forward…
LCH basis swap templates may aid Libor conversion
Compression providers say new templates will make risk replacement trades more efficient
LCH shakes up compression vendor fee structure
Proposals follow criticism that current regime favours top provider TriOptima
OTC infrastructure service of the year: Quantile Technologies
Risk Awards 2019: Compression provider has been quick to respond to market needs, say dealers
China’s caution on compression stretches global banks’ risk limits
Systems lags and lack of capital pressure blamed for apathy on swaps compression
Banks cry foul over LCH compression policy changes
Allocation of compression slots favours TriOptima over competitors, critics say
Compression firms vie to ease Libor switch
Quantile and TriOptima launching services to tear up Libor swaps and replace with new rates
Capitalab joins LCH compression race
Vendor claims it can dramatically improve reduction in notionals by incorporating non-cleared trades
FCMs hail new compression techniques
Advances by vendors and increased competition set to unlock more trades for tear-ups