R3’s Rutter: swaps will trade on blockchain in five years
Risk USA: Head of industry consortium says technology will be ready next year
The era of blockchain technology in the derivatives markets may be closer than many think.
Distributed ledgers will form the technological foundation for trading standardised interest rate swaps within five years, according to David Rutter, founder and chief executive officer of R3, which develops distributed ledgers and smart contracts for the financial industry.
"I think [distributed ledger technology] will start making a meaningful difference in five years, and ten years from now, when we
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.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
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. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk management
Fed’s NBFI scenario may be more use than CCAR – experts
Main severely adverse scenario does not capture contagion risks from any squeeze on non-banks
Auto-encoding term-structure models
An arbitrage-free low-dimensionality interest rate model is presented
Configuration and control: next-level risk analytics for alternative assets
The evolving needs of traditional and alternative asset industries, including the transformative impact of advanced data analytics and model training within new customisable frameworks
CCP models vulnerable to Trump risk
Volatility of ‘will he, won’t he’ tariff strategy could confound clearing house risk models
CME-FICC cross-margin extension timeline questioned
SEC changes and queries around margin segregation may make end-2025 deadline unrealistic
Op risk data: Crypto hack bites Bybit; fat-finger flurry at Citi
Also: OKX gets AML scold, UK motor finance fiasco revs up. Data by ORX News
PTFs clash with banks over ‘done-away’ US Treasury clearing
Trading firms losing patience with banks’ reluctance to unbundle trading and execution
Iosco chief defends margin transparency standards
More reporting will improve financial system’s resilience, argues Rodrigo Buenaventura
