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

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