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Collateral Management

Leading Swap Dealers Join GlobalCollateral Margin Transit Utility Community

Six dealers join over 30 firms, including investment managers, administrators and custodians, to streamline collateral settlement and reporting

SmartStream partners with Cassini Systems to help firms meet Uncleared Initial Margin obligations

SmartStream Technologies, the financial Transaction Lifecycle Management (TLM®) solutions provider, today announced its partnership with Cassini Systems, the leading provider of pre and post trade margin analytics for buy side derivatives trading, to help financial institutions comply with BCBS-IOSCOmargin requirements for uncleared OTC derivatives.

Cassini Systems partners with SmartStream to help firms meet Uncleared Initial Margin obligations

London and New York – March 20th, 2019 – Cassini Systems, the leading provider of pre and post trade margin analytics for buy side derivatives trading, today announced its partnership with SmartStream Technologies, the financial Transaction Lifecycle Management (TLM®) solutions provider, to help financial institutions comply with BCBS-IOSCO margin requirements for uncleared OTC derivatives.

Phase 5 UMR: What Should Firms be Doing Now to Prepare?

Phase 5 of the uncleared margin rules (UMR) is due to come into effect in September 2020. In a DerivSource Q&A, Chetan Joshi, founding partner of boutique practitioner-led consultancy Margin Reform, discusses the steps Phase 5 firms need to take to prepare for margin reform and some of the main challenges they may face. 

Deutsche Bank Transforms Global Collateral Management with CloudMargin Platform

Initiative Brings Client Transparency, Operational Efficiencies and Cost Savings

AcadiaSoft Announces Initial Margin (IM) Monitoring Service

New service will allow Phase 5 firms under non-cleared margin requirements to monitor their IM exposure in relation to the permissible $50MM IM threshold and trigger automated agreement onboarding

BCBS/IOSCO statement on the final implementation phases of the Margin requirements for non-centrally cleared derivatives

Significant progress has been made to implement the framework for margin requirements for non-centrally-cleared derivatives.

NRI’s I-STAR/CORE updated for FSB’s Standards and Processes for Global Securities Financing Data Collection and Aggregation

New compliance ecosystem achieves compliant data reporting for repos and securities lending

IHS Markit Brings Innovative New Features to Securities Finance Platform

IHS Markit (Nasdaq: INFO), a world leader in critical information, analytics and solutions, today announced the addition of new functionality to its Securities Finance platform, a leading source of data and intelligence on global securities financing transactions. The enhancements deliver public disclosure coverage for the Japanese market, a global data feed on corporate bond lending activity, an updated model for forecasting short interest in the US and multi-asset performance measurement tools.

SmartStream partners with Numerix to meet ISDA collateral management obligations

SmartStream Technologies, the financial Transaction Lifecycle Management (TLM®) solutions provider, today announced its partnership with Numerix, the leading provider of risk technology solutions. SmartStream has a referral agreement in place with Numerix to better support its end users in complying with ISDA’s margin requirements for non-centrally cleared derivatives.

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