January 16, 2015
OTC IRS Clearing – Cross Margining Benefits – Cross Currency versus Cross Product – What Generates The Greater Margin Savings?
An analysis was carried out over the margin savings between cross currency / cross margining savings – in this analysis between EUR IRS and USD IRS – versus cross product cross margining savings i.e. between EUR IRS and Eurex Euro Denominated Fixed Income Futures. The analysis below showed that the Cross Product Margin Savings between EUR IRS and Eurex Euro denominated fixed income futures far outweighed i.e. margin savings up to 70% those of the cross currency margin savings.
- Top half: Offsets between an OTC USD IR Swap with various ETD EUR Futures
- Bottom half: Offsets between an OTC USD IR Swap and an OTC EUR IR Swap
Sep. 15, 2022
Tradefeedr Hires Alexis Fauth as Head of Data Science and Client Analytics
Sep. 06, 2022
Siege FX announces the launch of NetFix
Aug. 02, 2022
OSTTRA and LCH collaborate to reconcile bilateral OTC trade data
Jul. 26, 2022
Sell-side systems in need of upgrade for new risk reality
Jul. 15, 2022