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
New South Wales Treasury Corporation (TCorp) goes live with Numerix Enterprise Analytics for in-house Debt Interest Forecasting & Debt Management Services
Integrated Numerix Solution Deploys Custom Business Logic and Extensible Framework for Portfolio Management and…
LME Clear Receives Bank of England Approval to Accept Warrants as Collateral
LME Clear, the clearing house for the London Metal Exchange (LME) market, has received…
TriOptima and LCH.Clearnet Expand Compression for Unlinked, cleared interest rate swaps eliminating 30% of NZD (New Zealand Dollar) Notional Outstanding in First SwapClear NZD Cycle
TriOptima announces today that 12 participants eliminated 902.3 Billion NZD ($590.2 Billion) in the…
ICE Futures Singapore to Launch with Five New Contracts on November 17, 2015
Intercontinental Exchange (NYSE:ICE), the leading global network of exchanges and clearing houses, today announced…
CME Group Expands Deliverable Swap Futures Offering with 7-year and 20-year Denominated Contracts
CME Group, the world’s leading and most diverse derivatives marketplace, announced it will launch…
Bloomberg and Traiana Develop Solution for FX Options Post-Trade Processing
Existing infrastructure will accommodate workflows around affirmation, allocation and trade lifecycle management Bloomberg STP…
Federal Republic of Germany Becomes New Clearing Member of EurexOTC Clear
Active participation in Eurex Clearing’s service for interest rate swaps planned to start in…
CME Group Successfully Completes First Multilateral Compression Cycle Using TriOptima’s triReduce Service
Gross Notional Reductions Amount to $2.2 Trillion CME Group, the world’s leading and most…
Full Segregation, Stumbling Blocks and Direct Transfers
A look at how direct transfers and other solutions can help collateral management for cleared derivatives.