Derivatives market participants increasingly know that a better understanding of margin can improve trading activities by reducing trading costs. In a Q&A, Thomas Griffiths, Head of Product at Cassini Systems, explores how intelligent margin and collateral analytics used through the trade … Read More
The PSA Clearing Mandate Exemption has ended: What does this mean for pension funds?
Under the EMIR (European Market Infrastructure Regulation), many companies have had to centrally clear a large portion of their over-the-counter (OTC) derivative contracts through Central Counterparty Clearing (CCPs) since 2016. PSAs (Pension Scheme Arrangements), however, have been exempt from … Read More
Useful links to transportation, restaurants, and activities in Chicago for Commodity Trading Week Americas!
Join Cassini and the team from next Thursday, 8th June, for two days of inspiration, education, and connection at Commodity Trading Week Americas! We hope to see you there; feel free to visit us at our booth for a catch-up … Read More
Market movements: No margin for error
Thomas Griffiths, head of product at Cassini Systems, explores margin and collateral analytics technology and its role in liquidity risk management for derivatives trading. Due to regulatory reform, most derivatives trades have dealt with the daily exchange of Variation … Read More
The SVB collapse, and the lessons that followed in liquidity management
The collapse Silicon Valley Bank (SVB) was a commercial bank in California that failed on March 10, 2023. To date (at the time of writing on March 28, 2023), it was the 16th largest bank in the USA by deposits … Read More
Are you attendting Investops USA next week, March 27-29 2023?
Next week, join Cassini and the team for two days of inspiration, education, and connection at Investops USA, in Orlando, Florida. We hope to see you there; feel free to visit us at booth #48 for a catch-up or arrange … Read More
Collateral Resiliency: 3 Ways Pre-trade Analytics Can Address Risks for the Buy Side
The focus within the collateral management space has shifted from regulatory compliance to better controlling how margin might impact trading decisions and the overall business. In a DerivSource commentary, Cassini Systems’ CEO and founder, Liam Huxley explains how firms can achieve greater collateral resiliency … Read More
Article Series: How asset managers used margin forecasting and stress testing to manage collateral and liquidity risk during the mini-crisis in the UK Bond Markets.
What are the lessons asset managers can learn from the recent market events? Earlier this month, fresh of the back of the mini-budget announcement, made by the now ex Chancellor of the UK, we explored the reasons behind the mini … Read More
Article Series: How did extreme market movements cause significant margin calls last week?
The market reaction to the fiscal policy decisions announced in the mini budget by the UK Chancellor last week have been extreme for the UK’s financial Institutions. In light of these events, we have put together short and informative articles … Read More
The impact of volatile markets on PB Margining: Understanding margin model changes and the impacts on your portfolio
Prolonged market volatility has renewed the focus on margin costs across the industry. At times when market factors lead to sudden deleveraging and reallocation of risk; we explore 4 ways buyside firms can address their margin strategies– How do Prime … Read More
