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.
Continued Refinements Increase Efficiency in the Evaluation Audit and Due Diligence Process, and Best Execution Trade Analysis…
A more proactive approach to sourcing eligible assets could limit cost impact of new regulations A new…
BNY Mellon, the global leader in investment management and investment services, has been appointed to provide tri-party…
Eris Exchange, a US-based futures exchange, today announced the December 10 launch of Eris Standards — quarterly…
The drive towards implementation of new regulatory structures in the over-the-counter (OTC) derivatives markets has gathered pace…
Association Issues Margin Analysis and Urges Regulators to Resolve Extraterritoriality Issues The International Swaps and Derivatives Association,…
Omgeo ProtoColl users can now manage new regulatory mark-to-market reporting requirements Omgeo, the global standard for post-trade…
Collateral transformation is not the cure-all liquidity solution it was once praised to be for the buy…
The market is concerned about liquidity shortages resulting from the central clearing induced collateral squeeze. 4sight Financial…
Quad Party Segregation in Spotlight for CCP Clearing
Quad party segregation is not a new concept but this mechanism is getting much attention with the…