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Tackling the Basel III SCRA data challenge

Fitch Solutions examines how a more granular and sensitive approach to credit risk under 2023 Basel III updates will increase the quality of counterparty assessments, but create additional compliance costs for banks

Japan’s CCP goes global

International investors are flocking in ever greater numbers to clear their Japanese yen swap books at the Japan Securities Clearing Corporation. Their arrival is driving some big changes – within the clearing house itself and across the broader JPY…

Initial margin – Special report 2021

With many phase five firms in limbo, this special report assesses the issues and key challenges involved, and reveals the changing strategies of firms in meeting their IM responsibilities

Time to act – Smart transitions to UMR compliance

Firms face many challenges as deadlines loom for phases five and six of the uncleared margin rules (UMR), including getting their average aggregate notional amount calculations right to determine which phase they are in. With only three months to prepare…

Turning challenges into solutions

With margin requirements a potential drain on financial resources, delivering healthy returns while meeting regulatory obligations is paramount. To help participants optimise more of their risk, Varqa Abyaneh, chief product officer, Quantile, discusses…

Next-generation technologies and the future of trading

This webinar explores how trading businesses can adapt to this new environment to improve margins and generate alpha, examining the future of trading technology, how companies will implement these new innovations and new skills that might be needed.

Navigating UMR phases five and six

As awareness grows of the complexities ahead, a panel discusses best practice, their recent experiences and the challenges in-scope firms face as they prepare to meet UMR

Libor Risk – Quarterly report Q2 2021

The countdown to Libor's demise is officially under way. If a recent jump in Libor usage is anything to go by, regulators face a Herculean task prising dollar markets off the discredited rate by year-end. The mission is complicated by huge swathes of the…

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