June 2016

'Articles' Message Automation harmonises clearing report data for major global banks. 07 June 2016 | Hugh Daly

A year ago Message Automation published a white paper ‘Hell Freezes Over’ highlighting the fragmentation of information in Post-trade derivatives processing caused by new regulation and market practices.

'Articles' A Practical Guide to MiFID II / MiFIR Transaction Reporting 06 June 2016 | Patrick Thornton-Smith

The revision of the Markets in Financial Instruments Directive represents a fundamental change for financial markets across many areas, requiring major re-engineering of some business models and an opportunity for transformational change.

'Articles' Joint Committee of ESAs launches website 01 June 2016 | European Banking Authority Feed

The Joint Committee of the European Supervisory Authorities (EBA, EIOPA, ESMA - ESAs) is pleased to announce the launch of its dedicated website. The new website presents information and news about the cross-sectoral work of the three ESAs.

May 2016

'Events' TSAM New York 2016: 20% Discount for OTC Space Readers 31 May 2016 | Samantha Hodgson

The Summit for Asset Management (TSAM) speaks for itself; hosting numerous co-located conferences across major financial hubs globally – including New York, Boston and London. OTC Space registered readers can take advantage of a special 20% discount.

'News' Explainer Video for Validate.Trade 26 May 2016 | Lloyd Altman

A short video to explain the approach to regulatory reporting using the Validate.trade from Riskfocus

'Articles' Margin Valuation Adjustment 24 May 2016 | ClarusFT Feed

While it all began many years ago with Credit Valuation Adjustment (CVA), a number of new XVAs have risen to prominence in the last few years such as DVA, FVA, MVA, KVA.

'Articles' Over-the-Counter (OTC) Derivative Primer 4: Central Clearing Risk Management 18 May 2016 | John Kiff

This is the fourth of my series of over-the-counter (OTC) derivative primers. The first three covered the instrumentsrisk management and clearing. This post covers central clearing and central counterparty risk management issues.

'Articles' FCM Rankings – Q1 2016 18 May 2016 | ClarusFT Feed

I’ve written about the public FCM data in America a couple times before, most recently back in October 2015 here.

'Articles' ISDA Publishes WGMR Compliant VM CSAs 16 May 2016 | DRS LLP Feed

For anyone involved in preparing for the bilateral margin regulations in September 2016 and March 2017 the post below and background are important.

'Articles' Risk Technology – Demystified 13 May 2016 | Srikant Ganesan

Liquidity Risk has shot into prominence since the subprime crisis because of the issues banks had with determining their ability to obtain funding and the tradability of their assets in a turbulent market.

'Articles' Achieving Regulatory Convergence – “Just not cricket” 13 May 2016 | Lloyd Altman

Risk Focus were proud to field a few players at yesterday’s innings at the Kia Oval. Fortunately for yours truly as a Scotsman who is baffled by the sport (and assumes you need a Masters degree in Mathematics just to follow the score!), cricket was not on the agenda. 

'Events' FIA IDX 2016 12 May 2016 | Samantha Hodgson

Tap into the latest developments in the listed derivatives and cleared swaps industry at the 9th Annual International Derivatives Expo.  Sessions will be overflowing with valuable insights from exchange leaders, clearinghouse leaders, regulators, FCMs and buy-side participants.