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.
In this Cassini case study as we make our way into the depths of 2021, Investment Managers and the wider buy-side community who trade any derivatives now have to consider their Initial Margin, Variation Margin, cash buffers, eligible collateral, and funding costs. Tying all these elements back into a true cost of trade to ensure Best Execution is a challenge for any firm.
The European Supervisory Authorities has published three Joint Questions and Answers on RTS 2016/2251 on bilateral margin requirements under the European Markets Infrastructure Regulation.
Understanding and monitoring the Average Aggregate Notional Amount (AANA) calculations as early as possible can provide firms caught by the Uncleared Margin Rules (UMR), with an opportunity to reduce business costs and optimize trading exposure, according to Cassini’s CEO and founder, Liam Huxley.
VERMEG is pleased to announce that our Colline solution has won the Risk Market Technology Award for Collateral Management and Optimization Product of the Year. This is an annual ranking of technology solutions in the derivatives and risk management industry.
Download our latest guide, as we showcase how your firm can turn the UMR delay into an opportunity with AANA Monitoring and Optimization Strategies in 2021.
Buy-side derivatives market participants are now able to fully outsource their entire non-cleared margin workflow, via the market's first end-to-end collateral solution developed by BNY Mellon.
CloudMargin, creator of the world’s first and only collateral and margin management solution native to the cloud, has once again won the award for Best Buy-Side Collateral Management Tool at the 14th annual Buy-Side Technology Awards, hosted by WatersTechnology in a virtual ceremony on Friday. This marked the company’s fifth win in the category.
The 2008 financial crisis and the years following had a drastic impact on collateral management and elevated the importance of its operations as evidenced by many firms’ initiatives to create operational and technological efficiency in collateral management. As a result, collateral management is one of the few functions that is making a dramatic shift from the back office to the front office—a key evolution in a post-COVID-19 pandemic world.
Solution will help financial institutions meet time-critical regulatory deadlines and reduce costs associated with managing collateral