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.
With this milestone, the MTU Triparty Messaging Service provides dealers and buy-side firms a single interface to…
Cross-Asset Functionality Key Driver of Growth CloudMargin, creator of the world’s first and only collateral and margin…
VaR as the new risk methodology[1] will be applied across 12 regulated markets and MTFs VaR captures all…
Initial firms represent 40% of customer funds held in US futures accounts FIA Tech, the leading technology…
OSCAR supports definition of intelligent eligibility criteria for collateral baskets First collateral management tool in the market…
Newly created service will help firms track impact of IM Exposure Acadia, the leading industry provider of…
The addition of LCH SA means Clearing Members can now automate and optimise collateral movements across a…
ISDA has published its latest margin survey, which shows a steep increase in the amount of initial…
Cassini commissioned Acuiti to conduct a study of how hedge funds were managing margin and collateral in…
The Rise of Cross Product Margining
Cross product margining is increasingly seen as an essential part of optimising initial margin requirements and funding…