|November 20th, 2013||Where Are We Now - the Collateral Squeeze
The real danger facing the market is a spike in costs due to the shrinking supply of high quality collateral, unexpected market events and growing demand on the back of regulatory pressures. Lynn Strongin Dodds explores the ramifications and various alternatives on offer in the market to help organisations avoid being caught in the collateral squeeze.
|September 20th, 2011||Basel III: Implications on Collateral Services (Part II)
Basel III presents new challenges to collateral trading activities and collateral management operations. In part II of a series, GCMS’ Saheed Awan explores the impact Basel III and central clearing of OTC derivatives will have on collateral trading activities and he calls for the restricted view of collateral management to be expanded to support efforts to achieve greater efficiency through improved and centralised processing.
Regulators and bank supervisors have become investment advisors!
|June 28th, 2013||Clearstream’s Innovative Master Agreement Enables Repo with Multiple Counterparties via just One Contract
First customers have already signed the repo master agreement which is applicable for any number of counterparties
Pioneering approach also paves the way towards new buy-side customer groups
Customers benefit by being able to build up relationships with counterparties before choosing to move to other bilateral repurchase agreements
|April 11th, 2013||Itaú BBA Selects 4sight’s Securities Finance and Collateral Management System
Itaú BBA has selected 4sight’s Securities Finance and Collateral Management solution to support its US-based securities lending and repo business, Itaú BBA USA Securities.
|March 19th, 2013||Markit to Offer Tri-Party Repo Data and Analytics
Markit, a leading, global financial information services company, today announced the expansion of its content and analytical services to include US Dollar tri-party Repo transactions.
|January 25th, 2013||Changes in the Management Team of Eurex Repo and Eurex Bonds
Peter Reitz steps down from the management team of both Eurex subsidiaries/Eurex Repo and Eurex Bonds extend management
Peter Reitz, who has served as managing director at both companies since 2006, left both firms. However, he will continue to bear overall responsibility for the two subsidiaries on the Eurex Executive Board.
|January 14th, 2013||LCH.Clearnet Implements Industry-leading Default Management Process for Bonds and Repos
Unique loss allocation arrangements designed in close collaboration with leading Fixed Income market participants
|July 25th, 2012||ESMA Publishes ETF guidelines and Consults on Repo Arrangements
The European Securities and Markets Authority (ESMA) has today published guidelines on Exchange-Traded Funds (ETFs) and other UCITS issues.
|April 17th, 2012||Wholesale Markets Brokers' Association Announces Launch of Derivatives Trading on the Repurchase Overnight Index Average (RONIA)
The Wholesale Markets Brokers’ Association (“WMBA”) today announces the launch of market making across a derivative curve settling on the Repurchase Overnight Index Average (“RONIA”), an initiative recognised by the Money Market Liaison Group. RONIA is an overnight, sterling-secured money market benchmark which was launched by WMBA in mid-2011.
|April 11th, 2012||BNY Mellon to Allow Market Participants to Post Corporate Bonds and Wide Range of Collateral for Futures and Cleared Swaps Margins at CME Clearing
FCMs to Use MarginEdge(SM), Company's Derivatives Margin Management Service
BNY Mellon, the global leader in investment management and investment services, will begin allowing futures commission merchants (FCMs) to post a wide range of collateral, including corporate bonds, for futures and cleared swaps margins at CME Clearing. FCMs can post the collateral via the CME IEF4 program using MarginEdge(SM), BNY Mellon's global derivatives margin management service.
Keep up with current regulatory reform activities with this reference guide. Derivsource's Derivatives Regulation Timeline
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