OTC derivatives

Commerzbank moves to digitized cloud for post-trade STP, settlement systems consolidation

Colombia bourse to use blockchain for OTC derivatives collateral

ESMA: 2019 EU derivatives market shrank to EUR 681tn in outstanding total notional

What’s new in the US NSFR final rule (Premium)

UMR and Securities Finance in Europe

ISDA Publishes Proposal for Greater Collaboration Between Derivatives and SFT Markets

Implications of ISDA’s proposal, “Collaboration and Standardization Opportunities in Derivatives and SFT Markets” (Premium)

Paper: The Collateral Supply Effect on Central Bank Policy

ECB’s SESFOD reports collateral liquidity deterioration, valuation disputes in record acceleration in June

Reader feedback on our report, “Leverage Ratios, SA-CCRs and Securities Finance” (Premium)

Cappitech expands network with DTCC for MAS OTC derivatives reporting

Finadium: Leverage Ratios, SA-CCR and Securities Finance: The New Regulatory Costs of Business

New survey data: collateral convergence on OTC derivatives and securities finance desks (Premium)

Fed SCOOS: dealers have tightened prices and nonprice terms for SFTs and OTC derivatives across all counterparties

BIS via ISDA: OTC derivatives notional down 12.8% from mid-year 2019 to end 2019

European regulators defer bilateral OTC derivatives margining requirement for one year

DSB consults on data enhancement, functionality and dispute resolution

The door opens for an SA-CCR in securities finance

We size the global collateral markets at $19.8 trillion (Premium)

Bank of England: Simulating liquidity stress in the derivatives market

Northern Trust expands OTC derivatives collateral services

Webinar: Introduction to Collateralized Transactions for Students and New Professionals

ESMA values EU derivatives market at €735TN

ISDA: Key Trends in the Size and Composition of OTC Derivatives Markets in the First Half of 2019

BIS: Notional amounts of OTC derivatives rose to $640 trillion at end-June 2019

US regulators propose to end IM for inter-affiliate transactions

FSB publishes UPI guidelines for Q3 2022 implementation

IOSCO and BIS report on governance arrangements for critical OTC derivatives data elements

BIS releases triennial Central Bank Survey of Foreign Exchange and Over-the-counter (OTC) derivatives markets for 2019

Eurex Clearing launches incentive program to support Brexit preparations

Moscow Exchange’s OTC derivatives market migrates to Unified Collateral Pool

Wematch launches Euro Interest Rate Swaps matching and negotiating platform for banks

Basel Committee and IOSCO announce one year delay on phase 5 margin implementation for OTC derivatives

Winners and losers from the Basel Committee’s Leverage Ratio changes on margin and window-dressing

The Trade: Barclays to provide US client swaps clearing through Eurex

Tradition picks Paris to “future proof” EU derivatives venue

Bank of England blog: CCP porting, are there lessons to be learnt from elsewhere?

ISDA: Key Trends in the Size and Composition of OTC Derivatives Markets

BIS: OTC derivatives notional declines to $544 trillion, market value down to $9.7 trillion

Eurex clears first swap transaction for U.S. end clients

ISDA: Key Trends in the Size and Composition of OTC Derivatives Market

BIS says notional of OTC derivatives increases to $595 trillion but gross value declines to $10 trillion

Eurex Clearing to expand Partnership Program to Repo and Foreign Exchange

Introducing the Semantic Blockchain in Capital Markets

CFTC Chairman Giancarlo Releases Cross-Border White Paper

IOSCO issues policy measures to protect investors of OTC leveraged products

AcadiaSoft Launches Sensitivities Calculation Services

Rebuilding tri-party repo for an open architecture model

BoE paper: XVA pass-throughs mean bilateral IRS is more expensive than cleared

FSB and standard-setting bodies consult on effects of reforms on incentives to centrally clear over-the-counter derivatives