Compression usage spikes as firms wrestle with SLR

More traders
By Beth Shah
14 Aug 2014

Banks looking to cut their Supplementary Leverage Ratio (SLR) are turning to compression techniques in ever larger volumes to ratchet down the individual numbers of swap trades on their books as well as the overall notional amount they have outstanding.

As market participants adjust to a new market era of regulated electronic trading venues and as capital requirements become more stringent, industry officials expect the usage of both blended and portfolio trade compression (PTC) — the two techniques involved — to continue to rise.

Blended compression works by ...

Please take a trial or subscribe to access this content.

Contact our subscriptions team to discuss your access: subs@globalcapital.com

Or sign up for a trial to gain full access to the entire site for a limited period.

Free Trial

Corporate access

To discuss GlobalCapital access for your entire department or company please contact our subscriptions sales team at: subs@globalcapital.com or find out more online here.