Q&A: Asset Segregation for Cleared OTC Derivatives
A Q&A to address questions on asset segregation models to support cleared OTC derivatives from webinar attendees
Latest Posts
BNY Mellon Urges Buy-Side Companies to Take Comprehensive View of Collateral Strategy
Buy-side companies are being forced to rethink their strategies due to new regulations which have increased the value of collateral in trading and risk management, according to a new report from global investments company BNY Mellon and London-based consultancy The Field Effect.
5th Annual Collateral Management Forum
Topics covered will include: Regulatory Mandates Trends in collateral provisioning CCP – Panacea or…
12th Annual Credit Risk Management Forum
Credit risk management is still a big issue, IFRS 9 is going to be…
Global Risk Management & Compliance Forum – part of RISCO AMERICA
This event will look into the various types of risk currently involved in the…
ICDA Blockchain Conference
The International Commodities and Derivatives Association (ICDA) announced the launch of its Blockchain Conference…
Nikko Securities America Signs Deal with Fenergo for Regulatory Client Lifecycle Management
Fenergo offers Nikko Securities America, Inc. end-to-end Client Lifecycle Management with a regulatory focus…
ISLA Annual Conference
25th Annual Securities Finance and Collateral Management Conference 2016 will cover: Understand from industry…
AcadiaSoft Unveils Central Margining Hub for Derivatives
Twenty-eight major banks commit to use new service to satisfy new margin regulations Twenty-eight…
CME Group Announces Launch of Interest Rate Swaption Clearing
CME Group, the world’s leading and most diverse derivatives marketplace, today announced it will…
Prudential Regulators and the CFTC Finalize Swap Margin Requirements
A summary of the core aspects of the US margin rules for non-cleared swaps