Post-Trade
19 white papers and resources
Post-Trade
TCA and fair execution. The metrics that the FX industry must use.
This white paper proposes the blueprint for FX TCA methodology that enables market participants to calculate and compare trading costs across both firm and last look liquidity.
A Fresh Perspective: Enhancing Transaction Cost Analysis Effectiveness
Having examined existing trends and attitudes to transaction cost analysis, this white paper describes how organisations can build upon current their use of this analytical tool in order to improve the investment process.
Aligning Risk Appetite with Strategic Decision Making
This white paper examines how the economic capital framework can be used as a component of an integrated capital management framework to make financial risk management decisions and manage the shortcomings of regulatory capital.
The Rising Cost of Trade Reporting: Can firms afford to stay compliant?
This white paper explores the current state of trade reporting and shows how growing costs, complexity and regulatory scrutiny are fueling a compelling business case for third-party managed solutions.
OTC IRS Portfolio Optimisation: how trade compression could save funds $mlns before the 2016 European Clearing Mandate strikes
This white paper describes a new approach to trade compression that allows fund managers to reduce the costs of swap clearing by up to 80% by eliminating excess gross notional from their books. The aim is to increase both trading and clearing efficiency in advance of the impending 2016 European…
Seeking Optimal ETF Execution in Electronic Markets
This paper, first published in the Journal of Trading, looks at how you can seek optimal ETF execution in electronic markets. Exchange-traded funds have been, since their inception, a revolutionary change for investors and those in the investing business. There are a few key characteristics of ETFs…
T+2: The Catalyst for Change
With the 6 October 2014 deadline for T+2 fast approaching, the industry needs to prepare. It is more than 20 years since the Industry User Group (IUG) oversaw the birth of the first vendor electronic trade confirmation (ETC) platforms. Those platforms (Thomson - OASYS Global, London Stock Exchange …
Transforming the capital markets landscape: innovation at the speed of technology
Several years into the most profound economic crisis of a generation with no clear end in sight, the banking industry has suffered spectacularly. This white paper looks at the challenges that manager face when developing trading systems strategies.
Principles for Designing Agile Trading Platforms
Today’s trading operations face the challenge of maintaining software platforms that supports a constantly evolving business. To keep up with the pace of change, these organisations are demanding more and more of their trading platforms.
Tested model proves the clear choice in Europe and the US
Increased fear of counterparty default is pushing many institutions to seek reliable clearing solutions. Now, for the first time, the US buy-side can access LCH.Clearnet’s SwapClear via a futures commission merchant model. Floyd Converse, head of SwapClear US sales and marketing, explains the…