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FINADIUM WEBINARS
Brian Ruane is the Chief Executive Officer of BNY Mellon Government Securities Services Corp. and Clearance & Collateral Management, and is a member of both the BNY Mellon and Pershing Executive Committees. He is also responsible for client-relationship teams serving banks, broker-dealers, investment advisors and alternative asset managers. US REGULATORS ADOPT SA-CCR US regulators adopt SA-CCR. November 19, 2019. Finadium Editorial Team. Three federal bank regulatory agencies on Tuesday jointly announced a final rule updating how certain banking organizations are required to measure counterparty credit risk for derivative contracts under their regulatory capital rules. The final rule implements the REPO LIQUIDITY AS A SOLUTION TO (UN)CLEARED DERIVATIVES Repo Liquidity as a Solution to (Un)cleared Derivatives Cash Margin Requirements. April 23, 2020. Frank Odendall. Entities in the scope of phases five and six of the Uncleared Margin Rules (UMR) will need reliable and efficient access to cash in order to IET: FINANCIAL RISK APPLICATIONS OF QUANTUM COMPUTING IET: financial risk applications of quantum computing. Risk management is a very crucial part of the financial system. Value at Risk (VaR) and Conditional VaR (CVaR) are the two units for calculating the risk. VaR is used to determine the loss distribution, while the CVaR is used to determine the expected loss for losses greater than the VaR. “GREEN” REPO: IT’S HAPPENING, BUY-SIDE’S A DRIVER, BUT IT Repos against green collateral were reported to have been done already. Most seem to have been transacted by investment funds placing cash. Some transactions may also have supported trading of the brown-green bund spread (made possible because of the unique parallel brown-green issuance of bunds), writes Richard Comotto, repo commentator in a Linked In post. ECB: BANKS TO START SELF-ASSESSMENT REPORTING FOR CLIMATE The ECB will now follow up with banks in two concrete steps. In early 2021 it will ask banks to conduct a self-assessment in light of the supervisory expectations outlined in the guide and to draw up action plans on that basis. The ECB will then benchmark the banks’ self-assessments and plans, and challenge them in the supervisorydialogue.
AGENCY REPO: A NEW OUTSOURCED OPTION FOR EUROPE Agency Repo: A New Outsourced Option for Europe. Outsourcing key trading and financing functions has taken on a new importance in an era of regulatory change and cost pressures. Repo has withstood change but that is now beginning to shift, and the possibility for agency repo, including bespoke arrangements in trading and operations, isgrowing.
AFX STARTS EXECUTING AMERIBOR INTEREST RATE SWAPS The American Financial Exchange (AFX) announced the completion of the exchange’s first AMERIBOR interest-rate swap transaction. ED&F Man and First Merchants Bank entered into a bilateral and uncleared fixed versus 1-month AMERIBOR floating rate swap, with a 1-year maturity. SLT: BROADRIDGE ACQUIRES ANETICS Finadium Editorial Team. New York | 05 February 2016. Broadridge has acquired Massachusetts-based tech firm Anetics, adding to its arsenal of securities finance tools. The new relationship advances Broadridge’s strategy to expand its securities finance suite of offerings, according to the tech solutions provider, which alreadyincludes
FINADIUM – AN INDEPENDENT CONSULTANCY FOR INSTITUTIONALFINADIUMSECURITIES FINANCE MONITORDATACONSULTINGTRAININGABOUT FINADIUM Finadium is an independent consultancy in capital markets, with a unique expertise in securities finance, collateral and derivatives. We provide expert advice, data and analysis toFINADIUM WEBINARS
Brian Ruane is the Chief Executive Officer of BNY Mellon Government Securities Services Corp. and Clearance & Collateral Management, and is a member of both the BNY Mellon and Pershing Executive Committees. He is also responsible for client-relationship teams serving banks, broker-dealers, investment advisors and alternative asset managers. US REGULATORS ADOPT SA-CCR US regulators adopt SA-CCR. November 19, 2019. Finadium Editorial Team. Three federal bank regulatory agencies on Tuesday jointly announced a final rule updating how certain banking organizations are required to measure counterparty credit risk for derivative contracts under their regulatory capital rules. The final rule implements the REPO LIQUIDITY AS A SOLUTION TO (UN)CLEARED DERIVATIVES Repo Liquidity as a Solution to (Un)cleared Derivatives Cash Margin Requirements. April 23, 2020. Frank Odendall. Entities in the scope of phases five and six of the Uncleared Margin Rules (UMR) will need reliable and efficient access to cash in order to IET: FINANCIAL RISK APPLICATIONS OF QUANTUM COMPUTING IET: financial risk applications of quantum computing. Risk management is a very crucial part of the financial system. Value at Risk (VaR) and Conditional VaR (CVaR) are the two units for calculating the risk. VaR is used to determine the loss distribution, while the CVaR is used to determine the expected loss for losses greater than the VaR. “GREEN” REPO: IT’S HAPPENING, BUY-SIDE’S A DRIVER, BUT IT Repos against green collateral were reported to have been done already. Most seem to have been transacted by investment funds placing cash. Some transactions may also have supported trading of the brown-green bund spread (made possible because of the unique parallel brown-green issuance of bunds), writes Richard Comotto, repo commentator in a Linked In post. ECB: BANKS TO START SELF-ASSESSMENT REPORTING FOR CLIMATE The ECB will now follow up with banks in two concrete steps. In early 2021 it will ask banks to conduct a self-assessment in light of the supervisory expectations outlined in the guide and to draw up action plans on that basis. The ECB will then benchmark the banks’ self-assessments and plans, and challenge them in the supervisorydialogue.
AGENCY REPO: A NEW OUTSOURCED OPTION FOR EUROPE Agency Repo: A New Outsourced Option for Europe. Outsourcing key trading and financing functions has taken on a new importance in an era of regulatory change and cost pressures. Repo has withstood change but that is now beginning to shift, and the possibility for agency repo, including bespoke arrangements in trading and operations, isgrowing.
AFX STARTS EXECUTING AMERIBOR INTEREST RATE SWAPS The American Financial Exchange (AFX) announced the completion of the exchange’s first AMERIBOR interest-rate swap transaction. ED&F Man and First Merchants Bank entered into a bilateral and uncleared fixed versus 1-month AMERIBOR floating rate swap, with a 1-year maturity. SLT: BROADRIDGE ACQUIRES ANETICS Finadium Editorial Team. New York | 05 February 2016. Broadridge has acquired Massachusetts-based tech firm Anetics, adding to its arsenal of securities finance tools. The new relationship advances Broadridge’s strategy to expand its securities finance suite of offerings, according to the tech solutions provider, which alreadyincludes
FINADIUM: CAN PEER TO PEER SECURITIES FINANCE TAKE OFF IN Finadium has conducted a broad-based market survey on the opportunities and challenges for Peer to Peer (P2P) securities finance. While a modest amount of P2P business has occurred in securities lending and repo for over a decade, attempts to make it MORGAN STANLEY PARTNERS WITH MICROSOFT FOR CLOUD OVERHAUL Morgan Stanley and Microsoft announced a strategic cloud partnership aimed at accelerating the bank’s digital transformation, with aspecific view
MARGIN OPTIMIZATION AND THE COST OF THE TRADE Margin optimization also fits into a broader technology trend: banks are moving past regulatory concerns and looking at a return to profitability. In a November 2016 Finadium survey of collateral technology management companies, 50% said that their clients were trying to achieve profitability through their technology investments(see Exhibit 5).
ETRADING SOFTWARE AND ANNA TEAM UP FOR DIGITAL ASSET Etrading Software (ETS) and the Association of National Numbering Agencies, (ANNA) announced a new joint task force to identify potential synergies between the digital token identifiers (DTIs) and International Securities Identification Numbers (ISINs). ISLA PUBLISHES GMSLA PLEDGE DOCUMENTATION Q&A Following the initial launch of the new GMSLA “Pledge” Structure Documentation, ISLA is delighted to publish a series of supporting Frequently Asked Questions (FAQs). AGENCY REPO: A NEW OUTSOURCED OPTION FOR EUROPE Agency Repo: A New Outsourced Option for Europe. Outsourcing key trading and financing functions has taken on a new importance in an era of regulatory change and cost pressures. Repo has withstood change but that is now beginning to shift, and the possibility for agency repo, including bespoke arrangements in trading and operations, isgrowing.
FINRA PROPOSES MAJOR NEW CHANGES TO SHORT SELLING FINRA Requests Comment on Short Interest Position Reporting Enhancements and Other Changes Related to Short Sale Reporting Regulatory Notice 21-19 ESMA POSTS NET SHORT POSITION NOTIFICATION LIMITS FOR According to Article 7(2) of the Short Selling Regulation, ESMA has to publish a list of the thresholds applicable to the sovereign issuers for the purpose of the notification to competent authorities of significant net short position in sovereign debt. BASEL COMMITTEE CONSULTS ON PRUDENTIAL TREATMENT OF The Basel Committee on Banking Supervision (BCBS) issued a public consultation on preliminary proposals for the prudential treatment of banks’ cryptoasset exposures. NATIXIS, SIX DIGITAL EXCHANGE TO JOIN CENTRAL BANKS AND The Bank for International Settlements (BIS) Innovation Hub, the Bank of France and the Swiss National Bank announced that, together with a private sector consortium led by Accenture, they will conduct an experiment using wholesale CBDC for cross-border settlement. FINADIUM – AN INDEPENDENT CONSULTANCY FOR INSTITUTIONALFINADIUMSECURITIES FINANCE MONITORDATACONSULTINGTRAININGABOUT FINADIUM Finadium is an independent consultancy in capital markets, with a unique expertise in securities finance, collateral and derivatives. We provide expert advice, data and analysis to US REGULATORS ADOPT SA-CCR US regulators adopt SA-CCR. November 19, 2019. Finadium Editorial Team. Three federal bank regulatory agencies on Tuesday jointly announced a final rule updating how certain banking organizations are required to measure counterparty credit risk for derivative contracts under their regulatory capital rules. The final rule implements the IET: FINANCIAL RISK APPLICATIONS OF QUANTUM COMPUTING IET: financial risk applications of quantum computing. Risk management is a very crucial part of the financial system. Value at Risk (VaR) and Conditional VaR (CVaR) are the two units for calculating the risk. VaR is used to determine the loss distribution, while the CVaR is used to determine the expected loss for losses greater than the VaR. QUANTUM ALGORITHMS FOR PORTFOLIO OPTIMIZATION Quantum algorithms for portfolio optimization. August 24, 2019. Finadium Editorial Team. Researchers from the lab of the Institute on the Foundations of Computer Science at Universite Paris Diderot develop the first quantum algorithm for the constrained portfolio optimization problem. The algorithm has running time where variablesare the
“GREEN” REPO: IT’S HAPPENING, BUY-SIDE’S A DRIVER, BUT IT Repos against green collateral were reported to have been done already. Most seem to have been transacted by investment funds placing cash. Some transactions may also have supported trading of the brown-green bund spread (made possible because of the unique parallel brown-green issuance of bunds), writes Richard Comotto, repo commentator in a Linked In post. ECB: BANKS TO START SELF-ASSESSMENT REPORTING FOR CLIMATE The ECB will now follow up with banks in two concrete steps. In early 2021 it will ask banks to conduct a self-assessment in light of the supervisory expectations outlined in the guide and to draw up action plans on that basis. The ECB will then benchmark the banks’ self-assessments and plans, and challenge them in the supervisorydialogue.
AGENCY REPO: A NEW OUTSOURCED OPTION FOR EUROPE Agency Repo: A New Outsourced Option for Europe. Outsourcing key trading and financing functions has taken on a new importance in an era of regulatory change and cost pressures. Repo has withstood change but that is now beginning to shift, and the possibility for agency repo, including bespoke arrangements in trading and operations, isgrowing.
AFX STARTS EXECUTING AMERIBOR INTEREST RATE SWAPS The American Financial Exchange (AFX) announced the completion of the exchange’s first AMERIBOR interest-rate swap transaction. ED&F Man and First Merchants Bank entered into a bilateral and uncleared fixed versus 1-month AMERIBOR floating rate swap, with a 1-year maturity. ISLA PUBLISHES GMSLA PLEDGE DOCUMENTATION Q&A Following the initial launch of the new GMSLA “Pledge” Structure Documentation, ISLA is delighted to publish a series of supporting Frequently Asked Questions (FAQs). SLT: BROADRIDGE ACQUIRES ANETICS Finadium Editorial Team. New York | 05 February 2016. Broadridge has acquired Massachusetts-based tech firm Anetics, adding to its arsenal of securities finance tools. The new relationship advances Broadridge’s strategy to expand its securities finance suite of offerings, according to the tech solutions provider, which alreadyincludes
FINADIUM – AN INDEPENDENT CONSULTANCY FOR INSTITUTIONALFINADIUMSECURITIES FINANCE MONITORDATACONSULTINGTRAININGABOUT FINADIUM Finadium is an independent consultancy in capital markets, with a unique expertise in securities finance, collateral and derivatives. We provide expert advice, data and analysis to US REGULATORS ADOPT SA-CCR US regulators adopt SA-CCR. November 19, 2019. Finadium Editorial Team. Three federal bank regulatory agencies on Tuesday jointly announced a final rule updating how certain banking organizations are required to measure counterparty credit risk for derivative contracts under their regulatory capital rules. The final rule implements the IET: FINANCIAL RISK APPLICATIONS OF QUANTUM COMPUTING IET: financial risk applications of quantum computing. Risk management is a very crucial part of the financial system. Value at Risk (VaR) and Conditional VaR (CVaR) are the two units for calculating the risk. VaR is used to determine the loss distribution, while the CVaR is used to determine the expected loss for losses greater than the VaR. QUANTUM ALGORITHMS FOR PORTFOLIO OPTIMIZATION Quantum algorithms for portfolio optimization. August 24, 2019. Finadium Editorial Team. Researchers from the lab of the Institute on the Foundations of Computer Science at Universite Paris Diderot develop the first quantum algorithm for the constrained portfolio optimization problem. The algorithm has running time where variablesare the
“GREEN” REPO: IT’S HAPPENING, BUY-SIDE’S A DRIVER, BUT IT Repos against green collateral were reported to have been done already. Most seem to have been transacted by investment funds placing cash. Some transactions may also have supported trading of the brown-green bund spread (made possible because of the unique parallel brown-green issuance of bunds), writes Richard Comotto, repo commentator in a Linked In post. ECB: BANKS TO START SELF-ASSESSMENT REPORTING FOR CLIMATE The ECB will now follow up with banks in two concrete steps. In early 2021 it will ask banks to conduct a self-assessment in light of the supervisory expectations outlined in the guide and to draw up action plans on that basis. The ECB will then benchmark the banks’ self-assessments and plans, and challenge them in the supervisorydialogue.
AGENCY REPO: A NEW OUTSOURCED OPTION FOR EUROPE Agency Repo: A New Outsourced Option for Europe. Outsourcing key trading and financing functions has taken on a new importance in an era of regulatory change and cost pressures. Repo has withstood change but that is now beginning to shift, and the possibility for agency repo, including bespoke arrangements in trading and operations, isgrowing.
AFX STARTS EXECUTING AMERIBOR INTEREST RATE SWAPS The American Financial Exchange (AFX) announced the completion of the exchange’s first AMERIBOR interest-rate swap transaction. ED&F Man and First Merchants Bank entered into a bilateral and uncleared fixed versus 1-month AMERIBOR floating rate swap, with a 1-year maturity. ISLA PUBLISHES GMSLA PLEDGE DOCUMENTATION Q&A Following the initial launch of the new GMSLA “Pledge” Structure Documentation, ISLA is delighted to publish a series of supporting Frequently Asked Questions (FAQs). SLT: BROADRIDGE ACQUIRES ANETICS Finadium Editorial Team. New York | 05 February 2016. Broadridge has acquired Massachusetts-based tech firm Anetics, adding to its arsenal of securities finance tools. The new relationship advances Broadridge’s strategy to expand its securities finance suite of offerings, according to the tech solutions provider, which alreadyincludes
FINADIUM WEBINARS
Brian Ruane is the Chief Executive Officer of BNY Mellon Government Securities Services Corp. and Clearance & Collateral Management, and is a member of both the BNY Mellon and Pershing Executive Committees. He is also responsible for client-relationship teams serving banks, broker-dealers, investment advisors and alternative asset managers. MORGAN STANLEY PARTNERS WITH MICROSOFT FOR CLOUD OVERHAUL Morgan Stanley and Microsoft announced a strategic cloud partnership aimed at accelerating the bank’s digital transformation, with aspecific view
ETRADING SOFTWARE AND ANNA TEAM UP FOR DIGITAL ASSET Etrading Software (ETS) and the Association of National Numbering Agencies, (ANNA) announced a new joint task force to identify potential synergies between the digital token identifiers (DTIs) and International Securities Identification Numbers (ISINs). CAN PEER TO PEER SECURITIES FINANCE TAKE OFF IN 2021 While a modest amount of Peer to Peer (P2P) business has occurred in securities lending and repo for over a decade, attempts to make it mainstream practice have met with limited success. MARGIN OPTIMIZATION AND THE COST OF THE TRADE Margin optimization also fits into a broader technology trend: banks are moving past regulatory concerns and looking at a return to profitability. In a November 2016 Finadium survey of collateral technology management companies, 50% said that their clients were trying to achieve profitability through their technology investments(see Exhibit 5).
ISLA PUBLISHES GMSLA PLEDGE DOCUMENTATION Q&A Following the initial launch of the new GMSLA “Pledge” Structure Documentation, ISLA is delighted to publish a series of supporting Frequently Asked Questions (FAQs). BASEL COMMITTEE CONSULTS ON PRUDENTIAL TREATMENT OF The Basel Committee on Banking Supervision (BCBS) issued a public consultation on preliminary proposals for the prudential treatment of banks’ cryptoasset exposures. FINRA PROPOSES MAJOR NEW CHANGES TO SHORT SELLING FINRA Requests Comment on Short Interest Position Reporting Enhancements and Other Changes Related to Short Sale Reporting Regulatory Notice 21-19 ESMA POSTS NET SHORT POSITION NOTIFICATION LIMITS FOR According to Article 7(2) of the Short Selling Regulation, ESMA has to publish a list of the thresholds applicable to the sovereign issuers for the purpose of the notification to competent authorities of significant net short position in sovereign debt. NATIXIS, SIX DIGITAL EXCHANGE TO JOIN CENTRAL BANKS AND The Bank for International Settlements (BIS) Innovation Hub, the Bank of France and the Swiss National Bank announced that, together with a private sector consortium led by Accenture, they will conduct an experiment using wholesale CBDC for cross-border settlement.__
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