By Mohit Gupta, Senior Product Specialist, Cassini Systems ‘We now have just over 600 million tied up in collateral to satisfy our Initial Margin requirements’ was one of the statements of a COO in a meeting at a global asset … Read More
Evolution of Collateral : How do we see collateral management evolving in 5 years time?
The Global Financial Crisis (GFC) of 2008 led to a waft of sweeping regulations across the financial markets including the requirement of derivative transactions to be collateralized to reduce counterparty credit risk. Starting with posting collateral for variation margin (VM), … Read More
Cassini Commentary: UMR Implementation One-Year Delay
Cassini Commentary: UMR Implementation One-Year Delay Article from Liam Huxley, CEO & Founder, Cassini Systems As our clients and firms across the buy side begin to process the recent BCBS and IOSCO recommendation to delay by one year the implementation … Read More
How margin and collateral optimization can benefit your entire organization
The current unprecedented volatility has led to significant swings in Mark-To-Markets (MTM) and increased margin calls. Now more than ever, it is key that you are equipped with tools that will allow your firm to understand the costs, and drivers, … Read More
How pre trade collateral optimization can benefit the front office
The current unprecedented volatility has led to significant swings in Mark-To-Markets (MTM) and increased margin calls. Now more than ever, it is key that the front office are equipped with tools that will allow them to understand the costs, and … Read More
Coronavirus, Market Volatility and double margin calls…
As Coronavirus (COVID-19) continues to spread through the global community, Cassini’s main priority is clearly the health and safety of our employees, clients and partners. Most importantly from all of us in the Cassini family, we wish you the best … Read More
Risk.net Special Report 2019: Initial Margin, sponsored by Cassini
Initial Margin 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 … 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. AANA Management and Strategic Clearing. Derivatives trading has undergone wide ranging changes in regulation since 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
