Collateral Management

Articles

Cassini SIMM Webinar
21 Jun 2019 — Editor

IM & SIMM should now be part of front office decision making, and long-term portfolio management.  Our panel intends to discuss the extent to which initial margin should be part of all trading and portfolio decisions.  For UMR firms who are above the average notional threshold but potentially beneath the 50mm IM threshold on a relationship, can scale down their compliance plans. But, knowing the amount of IM needs work and managing the IM amount isn’t simple.

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2 MINS
DIGITEC NEW CEO
19 Jan 2022 — Deputy Editor

DIGITEC, the global standard for FX Swaps and NDF pricing and data, today announced that Peer Joost has been appointed as CEO. Previously Peer was COO at DIGITEC, where he has worked since October 2011.

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2 MINS
VERMEG
07 Jan 2022 — Editor

VERMEG, a specialized software house providing Banking, Capital Markets, Insurance and Digital solutions, and Cassini Systems, have partnered to assist financial institutions in complying with Initial Margin (IM) requirements for uncleared over-the-counter (OTC) derivatives, exchange-traded derivatives (futures and options) and prime brokerage.

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2 MINS
backtesting
06 Jan 2022 — Editor

Despite the hopes of the market, the need to backtest your margin requirements is unlikely to be dropped from European regulations. What does this mean for firms when they have to support this process in the long term? A free webinar coming up on January 13th will cover this and a whole lot more including:

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3 MINS
03 Nov 2021 — Deputy Editor

FIA have released a report calling on participants in the futures and options industry to work together on a major initiative to improve the efficiency of the trading and clearing process for exchange-traded derivatives.

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2 MINS
10 Sep 2021 — Deputy Editor

CloudMargin, creator of the world’s first and only collateral and margin management solution native to the cloud, today announced enhancements to facilitate clients’ preparedness for the Uncleared Margin Rules (UMR) for those firms that have just fallen under the scope of Phase 5 or will fall under the scope of Phase 6 as of next September.

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2 MINS
triresolve
24 Aug 2021 — Editor

TriOptima, a leading infrastructure service that helps to lower costs and to mitigate risk in OTC derivatives markets, has announced that it now offers integration via SWIFT to the four main tri-party agents; BNY Mellon, Clearstream, Euroclear and J.P. Morgan.

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2 MINS
ICE Clear Europe
23 Aug 2021 — Editor
With ICE integration complete by Baton, clearing firms will be able to automate collateral management across 5 Major CCPs, together comprising more than 73% of margin, placed by U.S. registered FCMs.

Citi became first FCM to connect to ICE Clear Europe

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2 MINS
Ivno and CloudMargin
28 Jul 2021 — Editor

The OTC Space followed up on an announcement by Ivno and CloudMargin that they now have a partnership which enables CloudMargin customers to achieve real-time exposure management (should they choose to) by moving assets using the Ivno platform.  When I was a youngster in collateral management it was very much a once-per-day process much like the daily margin calls from a CCP. Some CCPs now monitor exposure intraday and can call for more assets if exposures demand it.

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16 MINS
Margin Technology
27 Jul 2021 — Editor

Discover the A-Z list of margin terminology from OpenGamma

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1 MIN
Gas and power derivatives margin
08 Jul 2021 — Editor

There are a number of potential culprits responsible for unexpected changes in gas and power derivatives margin, but they all have their roots in the way that CCPs set their margin rates...

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2 MINS
Ivno CloudMargin
24 Jun 2021 — Editor

Ivno and CloudMargin, creator of the world’s first and only collateral and margin management solution native to the cloud, today announced a new strategic partnership that leverages Ivno’s distributed ledger technology (DLT) and CloudMargin’s collateral management capabilities.

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2 MINS
OTC Derivatives
17 Jun 2021 — Editor

This 2021 updated edition of Suggested Operational Practices for the OTC Derivatives Collateral Process (the SOP) substantially revises the guidance that ISDA has previously provided to the market on the operation of collateral agreements

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2 MINS