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
Pirum launches its new Trade Risk Manager service ahead of CSDR go live
Pirum, a globally-recognised leader in securities finance automation has launched its new Trade Risk…
BMLL delivers Level 3 Futures Data from across three global exchanges in one harmonised format
Full-depth order book data from CME, Eurex and ICE covers Equities, Fixed Income, Short-term…
GMEX launches interoperable trading and post-trade hub bridging access between traditional and digital asset markets
GMEX MultiHub facilitates collaboration across major institutions, regulatory regimes and start-ups as a ‘multi-asset…
OSTTRA’s TriOptima launches credit optimisation service allowing banks to reduce cleared risk
OSTTRA’s TriOptima, a leading infrastructure service that lowers costs and mitigates risk in OTC…
Look Back: the Evolution of Identifiers with ISINs, ANNA and Digital Assets Next Up
It has been 40 years this month since the birth of the first version…
Cboe Global Markets Agrees to Acquire NEO, Strengthening Global Equities Offering
Planned transaction builds on Cboe’s footprint in North America, adding a registered Canadian securities exchange…
Clients Embed ESG Principles into Collateral Management Leveraging BNY Mellon ESG Data Analytics
Market participants are now able to apply their environmental, social and governance (ESG) principles…
Micro E-mini Equity Index Futures and Options Surpass 1 Billion Contracts Traded
CME Group, the world’s leading and most diverse derivatives marketplace, today announced that Micro…
Acadia Announces the Sixth Release of its Open Source Risk Engine
Acadia, the leading industry provider of integrated risk management services for the derivatives community,…
The Slow March of Derivatives into the DLT World
Lynn Strongin Dodds canvasses the post trade DLT scene and finds derivatives are not…