IHS Markit
Futures industry weighs need for new post-trade utility
Three large FCMs say standardising trade allocations could prevent a repeat of breaks seen during Covid volatility
Data quality in focus as UMR deadlines stretch
The uncleared margin rules are seen by many as key to accurate and fast margin calculations. IHS Markit explores how firms can quickly assess proposed trades, calculate initial margin accurately and effectively handle the margin exchange workflow to…
Japanese generally accepted accounting principles – CVA accounting
In April 2021, Japanese generally accepted accounting principles (JGAAP) will incorporate credit valuation adjustment (CVA) and debt valuation adjustment pricing for derivatives portfolios. With several challenges left to overcome and the deadline…
Libor transition – Know your conversation and value impact
Ross Allen, managing director, and Ming Cheung, director of platforms and regulatory compliance at IHS Markit, explore some of the key issues with regard to upcoming changes to interbank offered rates, including Libor, and how the service provider’s…
People moves: Huey Evans joins IHS Markit board, new tech risk head at HKeX, and more
Latest job changes across the industry
Market data vendor of the year: IHS Markit
Asia Risk Technology Awards 2020
Asia Risk Awards 2020: The winners
Winners of the Asia Risk Awards and Technology Awards
Dealers vie with Markit to electronify bond issuance
Competing platforms could split the market for new issuance in Europe and the US
Race to cash in on term Sonia is filled with twists
Pending merger and FCA’s effort to create synthetic Libor rates could sway outcome
Stanford’s Duffie shakes up SOFR credit race with AXI index
Academics propose new credit index that ditches Libor tenors for a single funding spread
Term SOFR rate still possible this year, benchmark firms say
Administrators target year-end benchmark trials despite low swaps liquidity
Credit problem: SOFR faces uphill struggle in loan market
Furnishing Libor’s replacement with a credit-sensitive spread is proving to be a Sisyphean task
Markit plans SOFR credit spread add-on using CDS data
Vendor taps vast pool of credit market data to create new benchmark “not dissimilar” to Libor
Simm may come with a side benefit – a common data standard
Buy-side firms using Acadiasoft for Simm calculations must adopt the ORE XML data format
Bond managers relaxed ahead of bumper index rebalance
Fed’s credit facilities boost confidence as downgrades hit corporate bond indexes
Sonia term rate contenders tested by market mayhem
Regulator-proposed quote approach falters as dealers pull swap prices from screens
People moves: Citi Europe CRO to head crisis management; HSBC Global Asset Management hires strategy head; and more
Latest job changes across the industry
Index delays leave passive bond funds in purgatory
Moves to postpone index rebalancings could backfire as rating agencies press ahead with downgrades
Morgan Stanley FX loss leaves ill-feeling, questions in wake
Options traders saw odd quotes by US bank months before losses were publicised
People moves: De Roeck quits Standard, BofA adds risk exec, and more
Latest job changes across the industry
Initial margin – A regulatory bottleneck
With the recent announcement of an extended preparation period for those smaller entities needing to post initial margin under the uncleared margin rules, the new timetable could cause a bottleneck for firms busy repapering derivatives contracts linked…
People moves: CRO Landy takes helm at Brevan, SocGen names new Asia chief, Murray out at Bridgewater, and more
Latest job changes across the industry
Risk Markets Technology Awards 2020 winners' review
Advances in technology are often a double-edged sword. For banks, the past couple of years have brought tremendous leaps in the ability to capture, manipulate and apply large volumes of data to everyday decisions; but it has been accompanied by a step…