Risk Management

Articles

22 Jan 2020 — Bill Hodgson

UMR isn't the only margin related event this year. Jo Burnham at Opengamma sets out what may happen this year.

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1 MIN
07 Jan 2020 — Bill Hodgson

The Bank of England has carried out a research project using data from DTCC and Unavista. The project modelled the flow of liquidity to meet margin calls in the cleared and uncleared market. The outcome of shortfalls is then compared to the global repo market to determine if systemic risk is present.

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3 MINS
20 Nov 2019 — Bill Hodgson

How are borrowers adjusting their interest rate hedging strategies to take account of the impending General Election and the uncertainty surrounding the UK’s future relationship with the EU? By Rhona Macpherson, Associate Director at JCRA

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2 MINS
ISDA SIMM 2.2
28 Oct 2019 — Bill Hodgson

ISDA has published the ISDA SIMM™ Methodology, version 2.2, with an Effective Date of December 1, 2019. This version of SIMM includes updates based on the full recalibration and industry backtesting of the methodology.   It also includes additional granularity for the FX asset class, the removal of curvature margin from equity volatility indexes and an alteration to allow for annual calibration of credit non-qualifying intra-bucket correlations.

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2 MINS
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02 Aug 2019 — Audrey Costabile Blater

In a recent report, Uncleared Margin Rules and the Rise of Initial Margin Optimization, Aite Group senior analyst Audrey Blater discusses an array of solutions offered to both the buy-side and sell-side to combat rising margin fees.

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5 MINS
get your IM under control
03 Jul 2019 — Bill Hodgson

UMR will bring new indirect costs to uncleared OTC portfolios. These costs for protecting the world against systemic risk will be paid by the firms in waves 1 to 5 of UMR.

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3 MINS
Sam Hyman Cassini
19 Jun 2019 — Samuel Hyman

If you trade bilateral OTC derivatives then you probably know by now that the Uncleared Margin Rules (UMR) are rapidly approaching and will require significant changes to your trading, book management and collateral management processes.

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5 MINS
12 Sep 2018 — Bill Hodgson

The OTC Space is pleased to invite you to the Model Risk Management Forum on 19-20 September in London. Get to grips with the best practices and emerging innovations of model risk management and governance, and get a 15% discount on tickets as a guest of The OTC Space.

ANNA
04 Sep 2018 — Bill Hodgson

...well soon you can:

The Association of National Numbering Agencies (ANNA) and the Global Legal Entity Identifier Foundation (GLEIF) today have announced the signing of a new initiative to link International Securities Identification Numbers (ISINs) and Legal Entity Identifiers (LEIs). The initiative has been created to help improve transparency of exposure by linking the issuer and issuance of securities.

13 Aug 2018 — Bill Hodgson

The OTC Space is pleased to invite you to the Model Risk Management Forum on 19-20 September in London. Get to grips with the best practices and emerging innovations of model risk management and governance, and get a 15% discount on tickets as a guest of The OTC Space.

18 Apr 2018 — Bill Hodgson

Join this webinar Tuesday 24 April where we’ll discuss how triCalculate can provide your SIMM™ sensitivities quickly, easily and cost-effectively.

Risk EMEA 2018
22 Feb 2018

Join The OTC Space, Razor Risk and JXL Consulting at Risk EMEA in April. Use the OTC Space discount code to reduce the cost by 15%.