Insights, tips and industry commentary from the team behind the world’s first production-grade open source risk management platform.

Maxime Jeanniard

by Maxime Jeanniard on

28 Oct 2016

CSA Changes: Do You Really Understand The Impact?

The enforcement of Daily Variation Margin (VM) exchange on uncleared derivatives for the majority of counterparties comes into effect within five months. With the March 2017 deadline fast approaching in the US, Canada, and Japan and a number of market…

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Maxime Jeanniard

by Maxime Jeanniard on

26 Sep 2016

The Upcoming Threat To The Buy-side Of CSA Repapering

Let’s rewind back to 2008. OTC derivative transactions were routinely discounted using Libor, while collateral was actually funded at an overnight rate. At that time there was no issue with doing this as the spread between Libor and OIS was…

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Maxime Jeanniard

by Maxime Jeanniard on

9 Feb 2016

The Deadline For CAT 2 Frontloading Is Fast Approaching: Have You Quantified The Impact Of Clearing?

The frontloading deadline for Category 2 OTC clearing (21 May) is just around the corner, prompting many to start anlaysing the most cost-effective way to cope with this new requirement. As the provider of margin calculation software to both CCPs…

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