Latest interest rate derivatives news

• Automating settlements could save $3bn, DTCC claims

  

  A new report from the Depository Trust & Clearing Corp claims recent technology advances could help reduce trade failures for institutions.

  • 18 Apr 2019

• Tired of posting collateral? Take a holiday, say banks to US corporates

  

  Some big, highly rated US companies have in the last few months begun to negotiate 'holidays' from their credit support annexes - the arrangements with banks that protect both sides when they engage in derivatives transactions.

  • 11 Apr 2019

• ISDA adds German, Singaporean and Japanese experts to board

  

  The International Swaps and Derivatives Association has appointed three new directors to its board, from Eurex, DBS Bank and Nomura.

  • 11 Apr 2019

• EU derivs chief hopes US 'will catch up on deference'

  

  A senior European Commission official has defended the EU's record on regulation since the financial crisis, amid complaints that global derivatives markets have become fragmented.

  • 11 Apr 2019

• D Börse buys analytics firm Axioma for $850m

  

  Deutsche Börse plans to buy Axioma, an analytics company in the US, and combine it with its index businesses Stoxx and Dax, establishing a new separate company worth around €3.5bn.

  • 10 Apr 2019

• Torstone buys Percentile for risk management on the cloud

  

  Torstone Technology, a post-trade securities and derivatives processing technology provider, has agreed to acquire Percentile, a risk and compliance technology provider.

  • 09 Apr 2019

• Nationwide switches balance sheet to Sonia, readies first RMBS on new benchmark

  

  Nationwide announced the first distributed Sonia-linked RMBS on Monday, a milestone for the securitization market, which has lagged behind public sector and covered bond markets in switching to the post-Libor benchmark. The UK building society also switched the basis of its whole balance sheet to the new benchmark at the start of its new financial year on Friday.

  • 08 Apr 2019

• ESMA designs new CCP stress tests with concentration focus

  

  The European Securities and Markets Authority has launched a fresh round of stress tests for EU central counterparty clearing houses. It will include a new component to measure the cost of liquidating concentrated positions. ESMA said UK CCPs would be excluded from the exercise in the event of a no-deal Brexit.

  • 04 Apr 2019

• Regulators’ inconsistency imperilling reforms

  

  Regulators are risking fragmenting the global derivatives market by inconsistently applying G20 reforms, according to a new report from the World Federation of Exchanges and Oliver Wyman.

  • 03 Apr 2019

• ASX to offer clients algorithms from New York's QB

  

  The Australian Securities Exchange has adopted a new algorithm and cost analysis system, which assists market participants in implementing futures trades and measuring execution quality.

  • 03 Apr 2019

Interest rate derivatives news archive