Identifier Update: Current Uptake and Next Steps
The emergence and uptake of identifiers for financial instruments, products and transactions continues to develop in the…
Feature
ETDs: Old School Options Get A New Lease Of Life
Exchange traded derivatives have had a bumper year. Lynn Strongin Dodds looks behind the scenes at the…
Dealing in Divergence
With the zero-interest rate era many hikes behind us, a phase of monetary policy divergence means traders…
Proposed SBS Position Reporting: 3 Risks to Firms and the Markets
Three capital markets trade associations – including the Securities Industry and Financial Markets Association (SIFMA), have shared…
Clearing the Air – the Both Sides of the Active Account Mandate
Lynn Strongin Dodds looks at the ongoing debate and discussions over the European Commission’s EMIR 3 clearing…
FCM Revival – Clearing Sees Growth Potential in Today’s Market
Lynn Strongin Dodds looks at how FCMs are taking advantage of the higher interest rate environment and…
The Error of Margin is Back on the Table
Lynn Strongin Dodds looks at the ongoing debate about margin procyclicality at CCPs and the renewed actions…
Actionable Pre-Trade Intelligence Required for Listed Derivatives Trading
This article was first published by Markets Media in the Beyond Liquidity Feature. In cash equities traders…
APAC OTC Derivatives Reporting Rules – In Harmony But With A Few Twists
Lynn Strongin Dodds looks at how APAC’s main financial service hubs are grappling with the challenges in…
Collateral Management: 3 Areas to Automate
Alistair Griffiths, director EMEA sales at Baton Systems, shares the obstacles firms face when seeking to automate…