Post-trade
Currency derivatives house of the year: UBS
Risk Awards 2022: T-Pricer platform enabled bank to gain technological edge
Leveraging data in e-FX trading
A white paper explaining how, in a world where electronic trading has infiltrated virtually every aspect of today’s FX market, having access to data and the means to interpret it are fundamental components of a successful e-FX strategy
Futures standards body seen as first step to utility
FIA project could usher in new hub to connect trading parties and guard against derivatives logjams, experts say
Barclays looks to woo CCPs with CDM prototype
Plan to save billions in post-trade costs relies on the creation of central data utilities
Capitolis to acquire LMRKTS
Deal for multilateral compression provider latest in wave of post-trade tie-ups, as SA-CCR bites
BNP inks back-office clearing deal with FIS
Vendors jostle to offer collateral management services amid negative rates and shrinking returns for FCMs
Esma weighs delay to review of repo reporting rules
Expectations grow that a review of SFTR scheduled for April will be postponed due to Covid
Optimisation firms prep for SA-CCR boom
Flush with new cash, vendors ready rebalancing services ahead of risk-sensitive leverage framework
March’s clearing failures give new life to an old idea
Futures industry snubbed chance to build post-trade utility before. Now, it really needs one
OTC infrastructure service of the year: Capitalab
Risk Awards 2021: Valiant effort to solve swaptions discounting problem wins praise from clients
CLS: can’t live with ’em, can’t live without ’em?
FX settlement giant not fast on its feet, say dealers and challengers, but hard to knock down
Toward reducing the operational risk of emerging technologies adoption in central counterparties through end-to-end testing
This paper discusses the software-testing challenges of traditional central counterparties as well as the risks, biases and problems related to new technologies. It also outlines a set of requirements for an end-to-end validation and verification…
Common domain model needs infrastructure push, says Barclays
Bank wants market infrastructures to drive adoption of Isda CDM
FCMs feared systemic incident during March back-office meltdown
Trade breaks following Covid-19 spike in futures volumes required massive clean-up job, says BofA exec
FX traders sound alarm on tagging ‘abuse’
Front running and tag refreshing concerns abound on semi-anonymous trading platforms
Industry adoption scenarios for authoritative data stores using the International Swaps and Derivatives Association Common Domain Model
In this paper the authors explore opportunities for the post-trade industry to standardize and simplify in order to significantly increase efficiency and reduce costs.
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…
Opening the buy-side liquidity pool
Vikash Rughani, business manager at triReduce and triBalance, outlines a new approach enabling buy- and sell-side participants to optimise the transition of legacy Libor over-the-counter swaps contracts to alternative reference rates
Use CDM, or some business lines might die – Barclays
Without innovation – including the common domain model – some trades could become prohibitive
We’ve been here before: LEIs take two
LEIs are catching on in Asia
Buy-side trading system of the year: MarketAxess
Asia Risk Technology Awards 2019
Axoni readies blockchain platform for equity swaps
Service aims to smooth swaps reconciliation – ‘the Holy Grail’ – for Goldman, Citi and other backers
Isda backs regulatory push on derivatives data project
Risk Live: Common standards for trade reporting should be mandatory, argues senior industry representative
