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Industry outlook

  • 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.
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  • 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.
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  • 21 Dec 2012 CFTC No-Action Letter No. 12-62
    • Compression exercise swap transactions – full and partial unwinds, as well as replacement trades resulting from multilateral portfolio compression exercises, will not count towards the Swap Dealer $8 Billion de minimis amount. The No-Action Relief provided is not time-limited.
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  • 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.
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  • 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.
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  • 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.
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  • 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.
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  • 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.
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  • 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
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  • 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.
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  • 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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  • 23 Feb 2012 Interest Rate Swaps Compression: A Progress Report
    • The paper describes portfolio compression, a risk reduction technique that was introduced to the interest rate swap (IRS) market by TriOptima in 2003. It also highlights how compression could be optimized via the “one-book” approach to achieve even larger reductions in IRS notionals for cleared and uncleared swaps.
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  • 04 Oct 2011 Exposure management in a cleared world
    • Raf Pritchard, CEO of triResolve, speaks to Tabb’s Kevin McPartland about how TriOptima is tailoring its services in response to changes within the OTC derivatives world as new regulations are implemented and clearing gains traction. [video]
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  • 23 May 2011 The Economics of Central Clearing: Theory and Practice
    • In this article published by ISDA, Prof. Craig Pirrong examines central clearing of OTC derivatives. While recognizing the benefits of central clearing facilities (CCPs), he also identifies the potential for increased systemic risk and other issues around governance, margin requirements and risk management that need to be addressed when structuring these CCPs.
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  • 18 Jan 2011 ISDA/SIFMA: Block trade reporting for over-the-counter derivatives markets
    • This report prepared by Oliver Wyman for ISDA and SIFMA illustrates distinctive market characteristics that should inform an appropriate trade reporting approach for the OTC derivatives markets. Their detailed analysis of the OTC derivatives markets is based in part on the data collected by TriOptima in its Interest Rate Trade Reporting Repository over 45 days.
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  • 01 Sep 2010 Global Investor: OTC derivatives guide 2010
    • Expertise around the use of OTC derivatives is growing, both on the buy side and on the sell side, but given the uncertainty caused by the new regulatory environment, it will be some time before the rules of the game are fully understood by all. The OTC Derivatives Guide takes a look at the latest issues in OTC derivatives.
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  • 01 Aug 2010 Finance Concepts: Transparency in Over-the-counter Interest rate derivatives Markets
    • Focusing on the interest rate swap market, this report provides an inventory of existing forms of pre-trade and post-trade transparency in this market, discusses whether there is a need for increased transparency in this market, how such an increase in transparency may be achieved and to whom the costs and benefits would incur.
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  • 01 Apr 2010 Financial Services Research: OTC derivatives reform agenda
    • On 14 January 2010, key OTC derivative market participants met with international fi nancial regulators at the Federal Reserve Bank of New York to identify reforms to the financial infrastructure and market practice required to reduce risk and to improve effi ciency in trading and processing OTC derivative transactions.
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