Tag: OpenGamma
Ballooning margin costs hobble US treasury basis trade returns, research finds
Institutional investors betting on yield spread fluctuations between US treasuries are facing ballooning margin costs, new research from derivatives analytics firm OpenGamma reveals.
Rising margin...
Europe’s pension fund managers face rising margin costs as EU clearing...
European pension fund managers are facing rising margin costs thanks to the increased cost of financing additional collateral payments just as the EU’s clearing...
Asset managers could avoid tying up collateral under new uncleared margin...
The majority of asset managers dragged into new uncleared margin requirements over the next two years could avoid tying up capital altogether, but still...
Tradeweb : Bhas Nalabothula : Multi-asset trading
How can traders build out their multi-asset trading capabilities?
For buy-side firms to increase low-touch execution capabilities across instruments,new trading protocols are needed. The DESK...
Reducing trading costs under the UMR microscope
Asset managers able to assess their exposure to uncleared margin rules can significantly reduce their administrative and trading costs.
In July 2019, the Basel Committee...
How to overcome the hidden challenges of new derivatives regulation :...
By Peter Rippon, CEO, OpenGamma.
New regulation introduced to mitigate the systemic risk associated with both cleared and uncleared OTC derivatives has also brought about additional...
FCA voices concern over buy-side transparency
By Pia Hecher.
The Financial Conduct Authority (FCA) has reported concern around cost-disclosures by asset managers, and following a ‘Call for Input’ (CfI), also detected concerns among...