October 2013

'News' iPad 3 and iOS 7.0.3 is Now Ok 25 October 2013 | Bill Hodgson

My post a while back iOS 7 on the iPad | Don’t Go There (Yet) warne

'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.