IM phase 5: Smaller on bang, bigger on complexity As we see in the beginning of 2020, the IM countdown is now in full flow. Firms are now starting to size up the challenges as they prepare to post … Read More
AANA Management and Strategic Clearing
Mohit Gupta of Cassini Systems outlines the ways in which our clients, and other in scope firms can find opportunity in the UMR delay. Derivatives trading has undergone wide ranging changes in regulation since the global financial crisis. The … Read More
Cassini Systems | Investops 2019
In just two weeks time, on 17th-19th September, Cassini will be sponsoring Investops 2019, where we will be empowering the buy-side to optimize cross-asset, front to back investment operations. After the event, we hope you will walk away with practical … Read More
What’s next for EUREX-LCH basis?
‘How the mighty have fallen’ This statement can be aptly applied to the long-end EUREX-LCH basis on the EUR curve which has seen the 30y point on curve fall from around 3.5bps in March 2018, to almost flat earlier this … Read More
How Pre-Trade IM Calculation can optimize and reduce collateral drag
The advent of the Uncleared Margin Rules (UMR) has not only put pressure on firms to make their systems compliant with the regulations, but has also put a drag on real returns as a result of the increased need to … Read More
Has the recent volatility due to Fed and Currency Wars affected your margin?
The last few days have seen a spike in volatility in the market. This is mainly due to the market expectations ahead of the Fed, renewed growth worries leading to a drop in oil and more recently, currency devaluation from … Read More
UMR Extension: Cassini Commentary
BCBS/IOSCO have announced the delay of the roll out of the final phase of Uncleared Margin Rules. Those firms with over 750 BN in AANA will still be required to begin posting Initial Margin from September 1st, 2019. Firms with 50BN-749 … Read More
UMR Phase 5: Managing Business Impact & Why Pre & Post-Trade Controls are Essential
UMR Phase 5 will have a significant capital impact on in-scope firms’ trading performance. To address this impact, firms need to treat it as a trading risk management process and have calculation tools in their front-office trade workflow that provide … Read More
Three things to consider when choosing a SIMM™margin provider
If you trade bilateral OTC derivatives then you probably know by now that the Uncleared Margin Rules (UMR) are rapidly approaching and will require significant changes to your trading, book management and collateral management processes. The industry has produced plenty … Read More
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