This white paper explores the XVA business process, considers the delicate balancing act of measuring, managing and optimizing XVA costs, and details a modern XVA methodology approach. It further outlines market perspectives and best practices for navigating through an XVA implementation…
It is widely accepted that the introduction of bilateral margining requirements for non-cleared OTC derivatives will lead to a reduction in counterparty risk. This paper focuses on the prospect of eliminating counterparty exposure through margining and the implications for credit risk policy makers.
In this video, David White, head of sales at triResolve - part of the NEX Group – discusses the challenges of initial margin (IM) compliance for buy-side firms and how automation can help in the drive for more efficient collateral management processes.
LIBOR Alternative Rates - The Transition and the Future of OTC Derivatives Pricing and Curve Construction
The development of new references rates alternative to LIBOR are expected to have direct consequences for derivatives contracts, particularly for those that do not mature until after 2021. This white paper discusses these issues and the preparations derivatives market participants should consider…
This white paper explores the areas that will most likely be affected by the replacement of Libor with new benchmarks. It further proposes solutions on how to make the transition easier as well as more cost-efficient.
This white paper explores the evolution of the distributed ledger technology (DLT) phenomenon as well as its barriers to adoption. It further examines how blockchain can provide organisations with a solution to some of the issues facing the derivatives market.
This white paper examines the need for firms to review their collateral infrastructure. It further defines a list of simplified steps for readying your firm for the implementation of the Initial Margin (IM).
This white paper explores XVA calculation techniques that can accelerate performance and give banks an advantage over competitors. It further explores the benefits of calculating XVA’s using adjoint automatic differentiation over the ‘bump and run’ technique.
This white paper explores the advantages that CME FX futures offer traditional market practitioners in the OTC FX markets. It further examines how CME FX futures can be used to replicate cost-efficient, manageable synthetic exposure to OTC FX spot, forward, and swap transactions.
This white paper takes a closer look at what is becoming an ever more increasing universe of high touch transactions, such as OTC derivatives, moving on screen—and the drivers behind this trend. It further explores the role these influencers play in generating a rise in electronic trading.