How to streamline collateral management – Whitepaper
TriOptima’s whitepaper reflects on how market participants have evolved to meet their uncleared margin regulatory obligations and…
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RegTech—What Will Drive Compliance Automation on the Buy Side?
Despite a slew of new regulations, asset management firms continue to have extremely manual compliance processes—a recent…
Post-Webinar Audience Questions Answered! Insight on Collateral Management & SFTR
Leading industry experts address some of the audience questions we received during webinars on the topics of…
SIMM 2.0 Implementation: Lessons Learned from a Phase One Dealer
The third phase of BCBS-IOSCO’s margin requirements for cleared and non-cleared derivatives will go live on September…
SIMM 2.0 How the Updated Model Helps Firms Prepare for the Next Phase of IM Requirements (Infographic)
In a recent DerivSource webinar, panellists from the International Swaps and Derivatives Association (ISDA), Standard Chartered Bank…
Volatility is Back: What Does This Mean for Derivatives Trading?
Market volatility has reared its head for the first time in years, making the use of derivatives…
CCP Clearing & Pension Fund Schemes – the Exemption, Other Solutions & Uncertainty
In a Q&A with Caroline Escott, investment and defined benefits policy lead at the Pension and Lifetime…
Countdown to SFTR: Industry Insiders Say Start Preparations Now
SFTR will start to phase in for the largest market participants in 2019, but there is much…
Supporting SIMM: What Does This Require from an Operations and Technology Perspective?
ISDA’s Standard Initial Margin Model (SIMM) is a key component of BCBS/IOSCO’s margin requirements for non-centrally cleared…
A Progress Report on OTC Derivatives Trade Repositories
This white paper assesses progress against G20 goals and proposes recommendations to further improve the global reporting…