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.
Transaction accelerates Broadridge’s front-to-back office securities financing footprint globally Broadridge Financial Solutions, Inc. (NYSE:BR) today announced that it…
NetOTC, the risk solutions firm that has been designing and building a full end-to-end market infrastructure for…
CME Group, the world’s leading and most diverse derivatives marketplace, and CloudMargin, the award-winning collateral management provider,…
LCH Spider enables margin offsets between listed and OTC interest rate derivatives portfolios Offers members…
HSBC Securities Services, part of HSBC’s Global Banking and Markets business, has launched its Over-the-Counter (OTC) Clearing…
The International Swaps and Derivatives Association, Inc. (ISDA) has today published the first in a series of…
Launch of third-party enrichment API permits firms to access new collateral SSI data and more The Depository…
CloudMargin announce enhanced collateral optimisation capabilities to maximise efficient usage of client inventory CloudMargin, the multi award-winning…
Remaining Hurdles For Complying With The New Non-Cleared OTC Margin Requirements
Firms are on the last lap to complying with the September uncleared margin requirements but hurdles remain.