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
Numerix Strengthens Valuation Framework with Core Functionality for Structured Products Valuations
Numerix Portfolio Enhanced with Multiple Pricing Curves to Support OIS Discounting and OTC…
CFTC’s Division of Swap Dealer and Intermediary Oversight Issues No-Action Letter Providing Time-Limited Registration Relief to Certain Associated Persons
The Division of Swap Dealer and Intermediary Oversight (DSIO) of the Commodity Futures Trading…
IntercontinentalExchange and NYSE Euronext Enter Clearing Services Agreement; ICE Clear Europe to Clear NYSE Liffe’s Derivatives Markets
IntercontinentalExchange (NYSE: ICE), a leading operator of global markets and clearing houses, and NYSE…
Morgan Stanley to Take Strategic Equity Stake in Eris Exchange
Morgan Stanley to become an Anchor Bank Liquidity Provider for Eris Exchange Interest Rate…
Pricing Partners to Create a New Calibration Instrument to Fit Efficiently Mean Reversion
Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and…
ISDA Credit Derivatives Determinations Committee: Edison Mission Energy Bankruptcy Credit Event
The International Swaps and Derivatives Association, Inc. (ISDA) today announced that its Americas Credit…
MarkitSERV Enhances Client Clearing Support for ICE Clear Credit
MarkitSERV, the most widely used electronic trade processing service for OTC derivative transactions, has…
ISDA Publishes the Recommendation for FpML version 5.4
The International Swaps and Derivatives Association, Inc.(ISDA) today announced the publication of the Recommendation…
SunGard Identifies Ten Trends in Managed Services and Outsourcing for Financial Institutions and Corporations in 2013
Kalpesh Master, managing partner for managed services, SunGard’s global services business, said, “As cost…
CFTC’s Division of Swap Dealer and Intermediary Oversight Issues Further No-Action Relief for Certain U.S. Banks Wholly Owned by Non-U.S. Swap Dealers, for Purposes of Making Calculations Under the Swap Dealer Definition
The Commodity Futures Trading Commission’s (CFTC) Division of Swap Dealer and Intermediary Oversight (DSIO)…