Collateral Management

Articles

Cassini SIMM Webinar
21 Jun 2019 — Bill Hodgson

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
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 — Bill Hodgson

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 — Bill Hodgson
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 — Bill Hodgson

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 — Bill Hodgson

Discover the A-Z list of margin terminology from OpenGamma

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Gas and power derivatives margin
08 Jul 2021 — Bill Hodgson

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 — Bill Hodgson

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 — Bill Hodgson

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
BlackRock Cassini Systems Partnership
15 Jun 2021 — Bill Hodgson

BlackRock (NYSE: BLK) and Cassini Systems, a leading provider of pre- and post-trade margin and collateral analytics for derivatives markets, announced today that the two firms have entered into a strategic partnership to integrate Cassini analytics into BlackRock’s Aladdin® platform.

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2 MINS
08 Jun 2021 — Deputy Editor

Quantile Technologies (Quantile), a leading provider of multilateral optimisation services, has been recognised as the Best OTC Derivatives Margining Solution at the FTF News Technology Innovation Awards 2021. The awards celebrate firms, industry bodies and regulators that have made significant strides in operational excellence during the past year.

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2 MINS
Substantive research ESG data providers
07 Jun 2021 — Deputy Editor

Substantive Research,  the research discovery and research spend analytics provider for the buy-side, announced the launch of the latest function to be added to its offering for Asset Managers – the inclusion of Environmental, Social and Governance (ESG) data providers.

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Cassini Case Study
26 Apr 2021 — Liam Huxley

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.

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