Sungard

Articles

02 Oct 2015 — Tom Dibble

It seems that the era of mergers between physical and synthetic finance businesses is finally upon us.

19 Jun 2015 — Ted Allen

Earlier this year, the Basel Committee on Banking Supervision and the International Organization of Securities Commissions (IOSCO) announced revisions to the framework for margin requirements for non-centrally cleared derivatives, giving participants a bit more time until we see the end of the OTC markets as we know them in late 2016.

11 Jun 2015 — Tom Dibble

The securities finance industry is currently digesting the heavy meal that has been Basel III, CRD-IV, Dodd-Frank and related regional regulatory initiatives impacting the global market.

30 Apr 2015 — Fabrice Tomenko

The post-crisis banking regime has obliged financial institutions to make connections between previously distinct classes of risk. The traditional view of a sequential flow of risk has been replaced by an infinite, interconnected loop with collateral and liquidity at the center alongside risk weighted asset considerations.

06 Apr 2015 — Ted Allen
Collateral Management sits at the centre of credit risk mitigation for many firms, how do you know your own infrastructure hasn’t been overtaken by change?
27 Mar 2015 — Editor

See what you missed

13 Mar 2015 — Editor

Agenda, Speakers and Sponsors Update | Come along and Participate

05 Mar 2015 — Ted Allen

Brandywine Global Selects SunGard’s Apex Collateral to Support Margin Workflow Operations and Regulatory Reporting

18 Feb 2015 — Ed Hellaby

As of the 17th February, SunGard have made available a white paper detailing a holistic view of effective collateral management. This paper features participation from AEGON, AcadiaSoft, AllianceBernstein, Brandywine, Citco, and SunGard.

18 Nov 2014 — Ted Allen

This report outlines a conceptual blueprint for the implementation of an effective policy for collateral transfer pricing (CTP) to improve overall efficiency in asset usage for firms

26 Oct 2014 — Matthieu Baudoin

As stated by the International Capital Market Association in April 2014, new regulations are having an impact across all areas of collateral fluidity.