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APRA releases CLF guidance
The Australian Prudential Regulation Authority has provided further detail on its approach to the im...
News Round-up 12 August 2013 -
Market data provider expands CDS coverage
SuperDerivatives has added Fitch Solutions' CDS pricing service to its market data platform, DGX. Fi...
Job Swaps 12 August 2013 -
CCP loss allocation discussed
ISDA has released a new white paper entitled 'CCP Loss Allocation at the End of the Waterfall'. The...
News Round-up 9 August 2013 -
On-boarding underway for trueEX
Credit Suisse and UBS have completed full certification and testing on the trueEX exchange and are s...
News Round-up 9 August 2013 -
Swaps trade workflow questioned
Even as the CFTC's swap execution facility (SEF) rules go into effect on 2 October, execution models...
News Round-up 7 August 2013 -
Margin calculator integrated
Bloomberg has become the first financial information platform to integrate LCH.Clearnet's margin cal...
News Round-up 7 August 2013 -
ICE unveils SEF plans
IntercontinentalExchange is set to launch a swap execution facility (SEF) - dubbed ICE Swa...
News Round-up 6 August 2013 -
DTCC leadership changes announced
The DTCC has made a number of executive management appointments, effective from 1 September. Alexa...
Job Swaps 5 August 2013 -
SCI Start the Week - 5 August
A look at the major activity in structured finance over the past seven days
Pipeline Three CMBS remained in the pipeline at the end of last week. The transactions comprised: U...
News 5 August 2013 -
Client clearing due for European roll-out
ICE Clear Europe is set to introduce client clearing for European credit default swaps after receivi...
News Round-up 2 August 2013 -
FVA methodology unveiled
Numerix has unveiled a new methodology for calculating funding value adjustment (FVA) for vanilla an...
News Round-up 1 August 2013 -
Stress testing tool strengthened
Moody's Analytics has released an enhanced version of RiskCalc Plus, its private-firm probability of...
News Round-up 26 July 2013 -
Reporting tool released
Torstone Technology has released a new Inferno module that consolidates OTC derivative trades from m...
News Round-up 24 July 2013 -
Risk modeller names coo
AIR Worldwide has appointed Bill Churney as coo. He will take responsibility for all product managem...
Job Swaps 24 July 2013 -
AVA QIS underway
The EBA has launched a quantitative impact study (QIS) to assess the capital impact of its proposals...
News Round-up 23 July 2013 -
Green light for European index clearing
LCH.Clearnet has received regulatory approval to clear CDS index transactions for European clients t...
News Round-up 22 July 2013