Risk management

Lynn Strongin Dodds weighs the pros and cons of interoperability between CCPs and explores how clearinghouses are looking to alleviate the margin burden as the industry moves to the mandated central clearing of OTC derivatives

In a recent DerivSource webinar, the panel discussed the pros and cons of centralising OTC and ETD derivatives and through a single clearer to achieve collateral optimisation as opposed to relying on many clearing providers to achieve risk diversification.

New report identifies “multi-asset class conundrum” and lays out best practices roadmap to help financial services companies solve post-trade complexities across business lines

FINCAD, the leading provider of OTC derivatives pricing and risk solutions, is pleased to announce that one of Germany’s leading financial technology and services consultants Nagler & Company has joined the FINCAD Alliance Program as a Service Partner. Nagler & Company is a boutique consulting firm that specializes in risk management, trading, and market data technology and services.

Linedata releases the results of its third annual survey of global asset management industry

Linedata (NYSE Euronext: LIN), the global solutions provider dedicated to the investment management and credit industries, today announced the results of its third annual survey on the priorities and challenges facing the global asset management community.

Adapting to new regulation is still a major concern, but maintaining investment performance ranks as other crucial issue for 2013

Treasury and finance professionals will be able to gain real-world, best practice information on Treasury and Risk Management (TRM) from research that will be conducted through a partnership between the European Association of Corporate Treasurers (EACT) and Reval, a leading global provider of comprehensive and integrated Software-as-a-Service (SaaS) solutions for TRM.

Unique loss allocation arrangements designed in close collaboration with leading Fixed Income market participants

LCH.Clearnet Ltd, the multi-national clearing house’s UK-based CCP, has put in place best-in-class systemic risk mitigation for bonds and repo cleared through its RepoClear service by implementing formal loss allocation arrangements.  LCH.Clearnet Ltd’s loss allocation arrangements, which are unique to the bond and repo market, were designed in close collaboration with leading fixed income market participants.

Data is still a misunderstood and under-leveraged corporate asset. Nearly a quarter of financial services institutions do not understand the positive impact of potential effective data management on P&L.

The Securities and Exchange Commission today adopted a rule that establishes standards for how registered clearing agencies should manage their risks and run their operations.

Full press release: http://www.sec.gov/news/press/2012/2012-215.htm