Five central securities depositories - the ASX, Cetip, Clearstream, Iberclear and Strate &...

The Fitch Research product now includes proprietary market-based data and fundamental financials for...

Principia has released system enhancements aimed at addressing the US Market Risk Final Rule securit...

The DTCC has filed a comment letter with the CFTC expressing concern over the lack of clarity as par...

Moody's Analytics has enhanced its enterprise risk management platform, RiskFoundation, to help bank...

TriOptima says it eliminated US$84trn in OTC derivatives notional principal outstanding in 2012, com...

The nature of the collateral that clearinghouses collect and how they help clients manage and deploy...

ESMA has published a consultation paper on guidelines for the assessment of interoperability arrange...

MarkitSERV has enhanced its connectivity and trade management support for buy-side clearing of credi...

CDS product development and growth anticipated

Next year will be a watershed for credit derivatives, as the market is scheduled to transition to a...

CME Clearing Europe has appointed BNY Mellon to provide tri-party collateral management services, su...

Xenomorph and Numerix have formed a partnership to provide a technology solution for derivatives tra...

A structural shift in the futures commission merchant (FCM) business model is underway, according to...

Even among all the changes in the mortgage investment market, the ability to successfully evaluate a...

For years credit scores provided by the three major credit bureaus set the standard for evaluating c...

Final panellist line-ups have been announced for SCI's 6th Annual Pricing, Trading & Risk Ma...

Basel 3 is introducing significant challenges to the traditional ALM product set in the way that liq...