DerivSource provides industry analysis, expert Q&As and commentary articles on collateral management including news from collateral management software vendors and derivatives clearinghouses and updates on their products and services for both cleared and uncleared margin such as cross margining, collateral optimization, triparty collateral management, and repo. Common themes covered include any trends including regulation such as UMR margin rules, EMIR and how they impact derivatives market players on both the buy and sell side.
New functionality supports regulatory margin requirements for non-cleared derivatives SmartDX from Smart Communications, the global industry standard…
· 10 entities have increased or commenced activity in the last 6 months…
Ted Leveroni, Chief Commercial Officer, GlobalCollateral Limited explores At a time of profound regulatory and macro-economic change…
Identify Margin Savings by Replacing OTC Swaps with Eris Swap Futures Eris Exchange, LLC (Eris) and Cassini…
Global banks are using platform to comply with new regulations for OTC derivatives All 24 global banks…
Lombard Risk Management plc (LSE: LRM), a leading provider of integrated collateral management and regulatory reporting solutions,…
A cloud-based solution simplifying collateral in the buy-side world Lombard Risk Management plc (LSE: LRM), a leading…
HSBC talks to DerivSource about the technology challenges firms face as optimize collateral for cleared OTC derivatives trades.
Launch comes ahead of new BCBS-IOSCO margin rules for non-cleared derivatives effective September 1, 2016; 16 global…
SIMM: Tackling the Initial Margin Obligation in OTC Derivatives
What does SIMM means for banks and how can they utilize it to support the new wave of data and technology changes they face?