Apologies for being off-line for so long. What with the holidays and having far too much work to do, I have failed to post anything for a couple of months. However, now that Brussels is back from its holidays there is a lot going on in the market, including a leaked draft of MiFID that makes for interesting reading - more of that at a later date. I've also been busy working on a number of collateral projects as people jostle for position as the prospect of clearing hoves into view, so we have some very interesting times ahead of us.
I will be speaking at a few events over the autumn so I will add some details nearer the time.
more »
|
|
|||||||||||||||||||||||||||||||||||||||||||||||||
 
Login
Search
This Month
Month Archive
|
Thursday, September 8
Apologies....
by
Sean Sprackling
on Thu 08 Sep 2011 15:30 BST
Tuesday, June 28
Calypso Technology Launches Real-time Collateral Optimization Solution
by
Sean Sprackling
on Tue 28 Jun 2011 11:46 BST
San Francisco, CA - 28 June 2011
Calypso Technology Inc., the premier
global capital markets platform provider, today announced it has
developed an innovative collateral optimization solution specifically
designed to address major functional gaps in the industry. The new
software product is among the first in the industry that directly
responds to new challenges in collateral management driven by
substantial shifts in the basis markets, regulatory requirements for OTC
clearing and associated margins, improved counterparty risk management,
more stringent liquidity control, and demand for greater visibility at
an enterprise level.
“The Calypso solution truly solves the many dimensions of the collateral optimization puzzle, whether the requirement is short-term tactical or long-term strategic,” states Mr. David Little, director, strategy and business development at Calypso Technology. A key component of the solution is a proprietary algorithm that allows users to intuitively manage the collateral allocation process. Firms can rapidly deploy optimization strategies ... more »
Research and Markets: Derivatives Handbook 2011/12 - Most In-Depth Information Regarding this Hugely Important Financial Sector
by
Sean Sprackling
on Tue 28 Jun 2011 08:15 BST
June 27, 2011 11:30 AM Eastern Daylight Time
DUBLIN--(BUSINESS WIRE)--Research and Markets (http://www.researchandmarkets.com/research/45a24e/derivatives_handbo) has announced the addition of the "Derivatives Handbook 2011/12" book to their offering. Now in its 19th year, The Derivatives Handbook 2011/12 once again delivers the most in-depth information regarding this hugely important financial sector and will analyse the changes that have occurred, or are set to happen, direct from the most knowledgeable key-players in the field. Following the financial crisis the derivatives industry has been targeted as one of the leading causes of systemic risk. Regulation of the OTC derivatives sector has become a top priority of governments around the globe in order to reign in excessive leverage and facilitate transparency within the financial markets. The Derivatives Handbook 2011/12 will discuss the implementations of new regulations and aim to answer questions regarding these changes going forward. Contributions from the International ... more »
European Investment Bank taps Citi for derivatives collateral management
by
Sean Sprackling
on Tue 28 Jun 2011 08:12 BST
Source: Citigroup, 27 June, 2011
Citigroup is to provide the European Investment Bank (EIB) with a comprehensive solution for its derivatives collateral management. The EIB, the financing institution of the European Union, has appointed Citi as its collateral management and collateral custody agent responsible for the EIB's derivatives collateral management functions. Citi confirmed that it would act as collateral agent to the EIB and that Citi's OpenCollateral service would take responsibility for marking derivatives collateral to market, carrying out margin calls and settlement responsibilities. The EIB will continue to value its own derivatives transactions to preserve confidentiality with counterparties. Citi will also act as Global Custodian for the securities collateral. "Citi has been selected by the EIB as a supplier that can combine collateral management services with global custody and provide all the services associated with the maintenance of a large collateral portfolio necessary for derivatives trading," said Rajen Shah, ... more » Thursday, June 23
Interactive Data further enriches Global OTC Content through real-time feed
by
Sean Sprackling
on Thu 23 Jun 2011 17:06 BST
Press Release - 22 June 2011Significant Additional OTC Content from
Leading Market Players in FX, Money Markets, Fixed Income and
Commodities Through Interactive Data’s Low-Latency PlusFeed
Interactive Data Corporation, a leading provider of financial market data, analytics and related solutions, today announced that it has further enhanced its rich source of global broker and other over-the-counter (OTC) content available via its low-latency consolidated feed, PlusFeedSM. PlusFeed now offers essential and significant OTC content from the world’s leading inter-dealer brokers and market makers to complement its extensive coverage of global exchange-traded securities. Content packages from BGC Market Data, L.P., Continental Capital Markets SA (Conticap), Tradition and Tullett Prebon Information are now available via PlusFeed. These include in-depth coverage of foreign exchange (FX), money markets, fixed income, energy and commodities data, sourcing hard-to-find prices in developing products and regions. The data can be used in areas such as pre-trade analytics, mark-to-market, ... more » |
||||||||||||||||||||||||||||||||||||||||||||||||
|
|
|||||||||||||||||||||||||||||||||||||||||||||||||
