Margin efficiency
DTCC’s plan to unlock billions in margin and capital savings
T+1 settlement has already cut margin; now firm is working on OCC tie-up, among 10 efficiency projects
In a world of uncleared margin rules, Isda Simm adapts and evolves
A look back at progress and challenges one year on from UMR and Phase 6 implementation
Holes in the netting: the limits of CME-FICC cross-margin deal
Big margin savings for some, but more needed to ease pressure of UST clearing mandate
Firms seek optimisation gains as UMR and SA-CCR bite
A wider range of market participants is taking advantage of service providers such as OSTTRA’s optimisation cycles to drive margin and counterparty credit risk efficiencies across asset classes including FX, rates, equities, commodities and credit
Markets Technology Awards 2022 winner's interview: swissQuant
Joe Kenel, capital markets technologies at swissQuant, discusses the technology solutions provider's Central counterparty clearing support product of the year win at the Markets Technology Awards
FTX proposal prompts calls for CFTC rules review
Current bankruptcy and margin ring-fencing rules are incompatible with direct clearing, FIA says
Margin exchange threshold relief: get out of jail free?
‘Game-changing’ IM exchange threshold relief may not be the phase five free pass it first appears
Initial margin – A regulatory bottleneck
With the recent announcement of an extended preparation period for those smaller entities needing to post initial margin under the uncleared margin rules, the new timetable could cause a bottleneck for firms busy repapering derivatives contracts linked…
CME plans sweeping overhaul of ageing Span model
New margin calculator will bring futures, options and swaps under single framework
Non-cleared swaps compression battle heats up
Quantile, LMRKTS, Capitalab and triBalance jostle for supremacy in IM optimisation
LSE forced to rework Curve deal over merger risks
Banks demand LSE use its own cash while awaiting verdict on Deutsche Börse tie-up
US vs EU CCP scrap may be settled by margin study
Isda AGM: analysis aims to end wrangle over merits of 1-day and 2-day margin rules
FCM models for CDS portfolio margin "varied widely"
Finra says year-long approval process revealed "notable outliers"
Risk 25 firms of the future: Eris Exchange
The future of swaps?
Risk 25 firms of the future: CME Group
We are not too big
Risk 25 firms of the future: TriOptima
In the balance
Risk 25 firms of the future: DTCC
Ready for the horizontal-versus-vertical fight
OTC clearing service of the year: JP Morgan
Risk awards 2012
Exchange of the year: NYSE Liffe US
Risk awards 2012