State Street Appoints Industry Experts to Bolster its Financing Solutions and Collateral Optimization Group
Strategic Hires Follow Recent Survey Results that Found a Significant Proportion of Institutions are Behind in their…
Topics
The Growing Need to Invest in Derivatives Post-Trade
Download the white paper now The volatility experienced during the initial spread of Covid-19 in March and…
CME Group Announces Launch of New Implied Volatility Indexes
First CVOL offerings to include 10-Year Treasury Note and G5 FX currency pair indexes CME Group, the…
Market Infrastructure in Flux – Use of Market Models (Off & On-book) is Changing
Electronification and the need for increased transparency and regulatory compliance are driving a shift in market infrastructure….
The Real Cost of Poor Data Quality: $400 Million or Much, Much More?
Virginie O’Shea, Founder of Firebrand Research, explores. The last few years have seen the industry talking a…
The CFTC’s Swap Data Reporting Amendments: More Than Meets the Eye
Carolyn K Van den Daelen, Managing Partner and Chief of Staff at Quorsus, explores. On 17 September…
LCH successfully completes transition to SOFR discounting
Over one million contracts transitioned with a total notional of $120 trillion Scope of transition included cleared…
FIA welcomes the decisions by EC on time-limited equivalence and ESMA on UK CCP temporary recognition
FIA President and CEO Walt Lukken today made the following statement in reaction to the EC and…
LCH SwapAgent processes its first SONIA/SOFR cross-currency basis swap
Highlights LCH SwapAgent’s commitment to supporting industry efforts to reform reference rates Bank of America and Lloyds…
Introducing UPIs: Helping the global regulatory community identify OTC derivatives
This Q&A with Malavika Solanki, Management Team, Derivatives Service Bureau, provides an introduction to the Unique Product…