High Risks Persist for European Securities Markets and Investors, ESMA Says
European securities markets, infrastructures and investors remain at risk, the European Securities and Markets Authority (ESMA) said…
Risk Management
DerivSource provides industry analysis, expert Q&As and commentary articles on news and trends related to derivatives and risk management including credit risk, market risk, liquidity risk and cyber risk. Common themes covered include news and updates on products and service offerings related to derivatives risk, counterparty risk management, FRTB market risk, Basel III market risk, liquidity risk management and cybersecurity risk management.
ESMA publishes results of the second EU-wide CCP stress test
The European Securities and Markets Authority (ESMA) has published today the results of its second EU-wide stress…
IOSCO Board Communication on Concerns related to Initial Coin Offerings (ICOs)
Initial Coin Offerings (ICOs, also known as token sales or coin sales), typically involve the creation of…
ESMA review finds good supervision of CCPs’ default managementr
The European Securities and Markets Authority (ESMA) has issued today the results of a peer review it…
2017 Highlights – This is What Our Readers Liked Most This Year
It’s been a busy year for derivatives professionals as the industry has dealt with the rollout of…
Geopolitical Risk Surges to Record High in New DTCC Survey
Fintech’s potential impact on financial stability emerges as a new area of concern for 2018. Geopolitical uncertainties…
Bank of England: Stress Testing the UK Banking System – 2017 Results
The Bank of England announced the results of its 2017 stress test of the UK banking system. For…
Moving from Assumption to Fact-Based Modelling in Asset Management
Digital transformation underpinned by big data is increasingly becoming a competitive differentiator for asset management firms. David…
IOSCO Reports on Implementation of G20/FSB Recommendations to Strengthen Securities Markets
The Board of the International Organization of Securities Commissions (IOSCO) today published a report on the implementation…
Supporting SIMM: What Does This Require from an Operations and Technology Perspective?
ISDA’s Standard Initial Margin Model (SIMM) is a key component of BCBS/IOSCO’s margin requirements for non-centrally cleared…