Pricing Partners Extended Functionality on CVA DVA and Bilateral CVA Computation
Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and independent valuation, announced…
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Numerix CrossAsset Introduces Innovative Model Coverage to Support VIX Futures Instruments
Numerix CrossAsset, Version 10.0 Features Enhanced VIX Coverage to More Accurately Model and Price Volatility Linked Derivatives…
ISDA Publishes 2012 Operations Benchmarking Survey
The International Swaps and Derivatives Association, Inc. (ISDA) today released its 2012 Operations Benchmarking Survey at its…
ISDA 2012 Margin Survey Results: Collateralization Continues to Increase in OTC Derivatives Markets
The International Swaps and Derivatives Association, Inc. (ISDA) today released results from its 2012 ISDA Margin Survey…
CFTC Votes to Clarify Indemnification and Confidentiality Provisions in the Dodd-Frank Act
Commission Issues Proposed Interpretative Statement; Seeks Public Comment The Commodity Futures Trading Commission (CFTC) today voted to…
BNY Mellon Enhances Collateral Management Platform with Link to Electronic Margin Call Service
BNY Mellon, the global leader in investment management and investment services, is enhancing its collateral management platform…
ISDA Paper Examines Three-Year History of the ISDA Credit Derivatives Determinations Committees
The International Swaps and Derivatives Association, Inc. (ISDA) today announced the publication of a paper that reviews…
Buy-side Interest Rate Swap Clearing Surges Ahead of Dodd-Frank Mandate
-Client clearing on SwapClear up by 175% in 2012 to over USD 700 billion total notional LCH.Clearnet…
ICE CDS Clearing Reaches $30 Trillion in Notional Cleared; ICE Clear Credit Announces New Clearing Member
IntercontinentalExchange (NYSE: ICE), a leading operator of global regulated futures exchanges, clearing houses and over-the-counter (OTC) markets,…
ICAP expands Financial Futures and Options Team with New Hires and Opens Office in Dubai
ICAP, the world’s leading interdealer broker, announces that it has expanded its Financial Futures and Options team…