October 2013

'Offers' White paper | Collateral Optimization - Beyond Cheapest to Deliver 25 October 2013 | Bill Hodgson

Collateral Optimization: Beyond Cheapest to Deliver and the Big Red Button

'Events' Event Information | TEDxWallStreet | New York 25 October 2013 | Bill Hodgson

TEDxWallStreet is radically different from a typical commercial, finance-related event.

'News' ESMA CCP front-loading - problem waiting to happen? | Risk article 25 October 2013 | Jon Skinner

ESMA rules deem that once one CCP is authorized to clear a given product, non-exempt participants have to clear every trade executed after that date - even if the clearing mandate for new trades is not live yet.

'Events' Register for the Future of Collateral Optimization Webinar | 4Sight & Intedelta 24 October 2013 | Bill Hodgson

4sight and Intedelta would like to invite you to a webinar on how financial firms can optimize trading decisions based on:

'News' Eurex Clearing Application for EMIR Deemed Complete 24 October 2013 | Bill Hodgson

The process for reviewing an EMIR re-authorisation application involves:

'News' Weekly Roundup | Collateral Management | 22 Oct 2013 23 October 2013 | Bill Hodgson

The Top Stories in Collateral Management this week:

CACEIS Launches Buy-Side Collateral Tool

'News' LEIs - Status update 23 October 2013 | Maria Leontiou

ESMA published yesterday an update of its

'Articles' Cross Currency Swaps in Swap Data Repositories 23 October 2013 | Amir Khwaja

In the majority of my previous articles on what we can see in SDRs, I have focused on Interest Rate Swaps and in particular Cleared Interest Rate Swaps.

'News' The True Scale of Global OTC Swap Reform 19 October 2013 | Bill Hodgson


'News' Secretive start-ups eye uncleared OTC risk reduction | Risk.net 16 October 2013 | Bill Hodgson

Whilst much of the attention has been on CCPs, in the background new services are emerging to respond to the coming increase in cost and margin for un-cleared OTC business.

'News' Swap Margins Increase by 12% | CME Group 16 October 2013 | Ben Larah

CME group put an announcement on their website on O

'Articles' What the SEF Volumes show in Week 2 15 October 2013 | Amir Khwaja

In this article, we update the reported SEF Volumes in our previous article "What the SEF Volumes Show".

'News' USD Swap Prices on SEF platforms 11 October 2013 | Jon Skinner

Following on from my article SEF, Oct 2, What does the SDR Data show? I wanted to ta

'News' SEF, Oct 2, What happened to EUR IRSwap trading? 09 October 2013 | Jon Skinner

Following on from my article SEF, Oct 2, What does the SDR Data show? I wanted to ta

'News' What the SEF Volumes Show 08 October 2013 | Jon Skinner

The first calendar week of SEF trading is behind us.  If you are like me, you are wondering where the liquidity was / who attracted the most volumes over this period.

'News' CCP Clearing: Best Practices for Pre-trade Workflow | DerivSource 08 October 2013 | Bill Hodgson

A free webinar from DerivSource on Clearing, including these speakers:

'Articles' Pricing and Risk Management of Credit Default Swaps | OpenGamma 07 October 2013 | Bill Hodgson

A 'clean room' rebuild of the pricing for a CDS, which uncovers errors in reference code. If you're into maths, this is the paper for you.

'News' Swap Execution Facility Trading Volumes: Here are the Real Numbers | Kevin on the Street 05 October 2013 | Bill Hodgson

If you want to know the volumes of trades at SEFs following the official start of SEF trading this week, Kevin has assembled the stats and the links.

'News' EMIR Self-Reporting for Non-Financials. Is this really an option? 04 October 2013 | Maria Leontiou

The funny thing about this regulation is that we all strive to comply with it while its timelines and standards are still evolving.