TriOptima
LCH basis swap templates may aid Libor conversion
Compression providers say new templates will make risk replacement trades more efficient
triCalculate and Jon Gregory discuss the current state of play for XVA
An excerpt from a discussion between triCalculate's co-CEO, Martin Engblom, and XVA (valuation adjustment) expert Jon Gregory in which they discuss the current state of play for XVA. Our experts provide professional insight on topics such as credit…
LCH shakes up compression vendor fee structure
Proposals follow criticism that current regime favours top provider TriOptima
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
Preparing for the initial margin phase-in
Requirements for the mandatory exchange of initial margin are expected to be time‑consuming and laborious to implement. David White, head of sales at triResolve, discusses the lessons learned from in‑scope firms, obstacles to achieving compliance and how…
Optimisation services edge closer to EU clearing exemption
Lawmakers ask European Commission to consider if offsetting non-cleared trades could be exempt
The sharing economy comes to banking
A start-up some are calling the Airbnb of capital is bringing a Silicon Valley idea to Wall Street
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
Swaptions expiries complicate portfolio optimisation runs
triBalance and Quantile users call for better post-trade co-ordination between dealers
Quantile, TriOptima face off in cleared swaps compression battle
Vendors both unveil new means for clearing members to crunch cleared rate swap notionals
Accelerated MVA in triCalculate
Sponsored feature: NEX TriOptima
TriOptima adds MVA calculations to XVA service
Three firms have signed up to use the tool, which calculates MVA across 100,000 scenarios
OTC data under the microscope: Cleaning up derivatives data repositories
Sponsored feature: TriOptima
People: Giancarlo makes new appointments at the CFTC
Recent changes at the CFTC, Ferc, Shell, LME, TriOptima, Blank Rome, Ice Clear Europe, Goldman and the DTCC
Non-cleared margin requirements: The top five considerations
Sponsored feature: TriOptima
Derivatives start-up aims to cut costs at margin hub
Ex-Morgan Stanley bankers’ offering aims to reduce daily collateral flows that currently top $200bn
Banks prepare for bumpy ride as margin deadline looms
Banks and funds may have limited set of counterparties on September 1
Three months left: dealers fret over slow start to Simm tests
Banks "still working like mad" in race to implement standard margin model
Nordic clearing members eliminate Skr288 billion IRS notional
Nasdaq Clearing’s first compression run to be continued twice a year
JP Morgan and UBS compress forex books via start-up
NYC-based LMRKTS first broke cover two years ago; third bank participant is unknown