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Industry outlook

  • 14 Apr 2016 Bracing for Change: Is Asia Pacific ready for margin requirements for non-centrally cleared OTC derivatives?
    • KPMG’s whitepaper details the challenges created by the impending non-cleared margin rules. With the deadlines fast approaching, it is imperative firms understand what rules they must comply to and what operational changes they must make in order to facilitate their compliance.
  • 27 Jan 2016 Derivatives Market Analysis: Interest Rate Derivatives
    • Clearing and portfolio compression are having an increasingly significant effect on the interest rate derivatives (IRD) market, with more than two-thirds of IRD notional outstanding now cleared and compression reducing the size of the market by approximately 62%.
  • 19 Jan 2016 A network solution: mitigating risk in financial markets by Mireille Dyrberg COO of TriOptima and Peter Weibel, CEO of triReduce
  • 01 Jun 2014 Compression: three vital steps to maximise capital savings
    • In its white paper on portfolio compression, Catalyst, the UK-based financial consulting firm, outlines how a three stage approach to maximise the volume of trades submitted, minimise risk profiles and optimise risk tolerances offers a major opportunity to release significant amounts of capital and achieve impressive, quantifiable savings through compression.
  • 11 Feb 2014 ISDA's SwapsInfo.org website - the transformation of OTC derivatives data
    • ISDA SwapsInfo pulls together in one place a wealth of publicly available data from various DTCC- operated repositories on interest rate derivatives (IRD) and credit default swaps (CDS).
  • 16 Sep 2013 European Commodity Market Regulations | Implementation, Impacts and Solutions
    • This research, conducted jointly by industry leading analysts and experts, Commodity Technology Advisory and ETR Advisory, aims to help to clarify the issues and to examine the impact of regulation on software requirements in the trading and risk management business function.
  • 05 Aug 2013 ESMA Q&A on implementation of OTC derivative central clearing and transaction reporting rules and technical standards under EMIR
    • As the implementation date of September 15th draws closer, ESMA has published a series of Q&As to help clarify the regulation on OTC derivatives, central counterparties and trade repositories. Continually updated as new questions arise, the document serves as a helpful tool to understanding the regulation.
  • 19 Jul 2013 ISDA 2013 EMIR Port Rec, Dispute Res and Disclosure Protocol
    • This Protocol enables parties to amend the terms of their Protocol Covered Agreements to reflect the portfolio reconciliation and dispute resolution requirements imposed by EMIR as well as to include a disclosure waiver to help ensure parties can meet the various reporting and record keeping requirements under EMIR without breaching confidentiality restrictions.
  • 11 Jul 2013 CFTC No-Action Letter No. 13-45
    • Swap Dealers and Major Swap Participants are granted No-Action Relief from certain Requirements under Subpart I of Part 23 of Commission Regulations in Connection with Uncleared Swaps Subject to Risk Mitigation Techniques under EMIR
  • 25 Apr 2013 IECA webinar: Risk Mitigation through Proactive Portfolio Reconciliation under Dodd-Frank and EMIR
    • Listen to this complimentary webinar to learn how the process can reduce Operational Risk and Credit Risk, discover the wider benefits an institution can enjoy and the direct and indirect implications of the regulation that are likely to affect the wider market going forward.
  • 22 Mar 2013 ISDA March 2013 DF Protocol
    • This Protocol is part of ISDA’s Dodd-Frank Documentation Initiative aimed at assisting the industry in implementing and complying with the regulatory requirements imposed under Title VII of the Dodd–Frank Wall Street Reform and Consumer Protection Act (“Dodd-Frank”).
  • 18 Mar 2013 CFTC No-Action Letter No. 13-01
    • A relief has been issued from the required clearing of swaps that are generated as part of multilateral portfolio compression exercises, including both partially terminated swaps and new replacement swaps.
  • 21 Dec 2012 CFTC No-Action Letter No. 12-66
    • Swap Dealers warranted temporary relief from the Part 45 reporting requirement that a report for subsequent post-trade allocations, compressions, or novations must be linked to the USI of the previously reported initial swap trade (section III). These No Action Reliefs are time-limited until April 30, 2013.
  • 20 Dec 2012 OTC Derivatives Market Analysis Mid-Year 2012
    • ISDA's report aims to integrate market data to show the impact of clearing, netting, compression and collateral on notional amounts and risk exposures in the OTC derivatives markets.
  • 13 Nov 2012 Portfolio Reconciliation | How to Adjust Processes to Comply with New Financial Regulation
    • In a Q&A, TriOptima’s David White explores the impact new financial regulation will have on portfolio reconciliation and dispute resolution processing and how firms can adjust operations to comply with new rules.
  • 13 Nov 2012 DerivSource webinar: OTC Regulation & Portfolio Reconciliation: Adjusting Processes for Compliance & Efficiency
    • In a complimentary webinar, a panel of experts will review the impact both Dodd-Frank and EMIR will have on portfolio reconciliation and dispute management processes and how financial institutions can adjust existing procedures to ensure compliance and long-term operational efficiency.
  • 27 Sep 2012 Final Report - European Securities and Markets Authority
    • ESMA's technical standards on the Regulation on OTC derivatives, central counterparties and trade repositories (EMIR), which set out the specific details of how EMIR’s requirements are to be implemented.
  • 11 Sep 2012 Federal Register - Commodity Futures Trading Commission
    • Confirmation, Portfolio Reconciliation, Portfolio Compression, and Swap Trading Relationship Documentation Requirements for Swap Dealers and Major Swap Participants
  • 26 Jul 2012 Charting New Territory: Buy-Side Readiness for Swaps Reform
    • TABB Group conducted a State Street-sponsored survey of buy-side firms to assess how buy-side investors are adapting to the new regulatory standards and how ready they are to meet the challenges of the future.
  • 01 Jun 2012 OTC Derivatives Market Analysis (Year-end 2011)
    • The reporting from this analysis aims to integrate market data to show the impact of clearing, netting, compression and collateral on notional amounts and risk exposures in the over-the-counter (OTC) derivatives markets. Counterparty credit losses from the Office of the Comptroller of the Currency (OCC) report are also presented.
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