Compression
Non-cleared swaps compression battle heats up
Quantile, LMRKTS, Capitalab and triBalance jostle for supremacy in IM optimisation
Derivatives house of the year: Citi
Risk Awards 2017: Simple vision has taken rates business a long way
OTC trading platform of the year: trueEX
Risk Awards 2017: Innovation gives start-up Sef a foothold – and has forced incumbents to change
US inflation traders consider swap methodology change
Banks weighing up move to non-interpolated standard to cut capital costs
Nordic clearing members eliminate Skr288 billion IRS notional
Nasdaq Clearing’s first compression run to be continued twice a year
Banks save €3.5bn in swaptions compression drive
Capitalab removes €1.3 trillion notional, cutting capital requirements
Banks work together in effort to reduce XVA costs
Dealers offer rewards to clients and rivals for help in cutting valuation adjustments
Sef of the year: trueEx
Start-up Sef enjoys a breakthrough year by offering unique post-trade tools to the buy side
TrueEx targets buy side with post-trade spin-off
New venture will offer average pricing for swaps starting in early 2016
JP Morgan and UBS compress forex books via start-up
NYC-based LMRKTS first broke cover two years ago; third bank participant is unknown
Low CCP compression rates in Japan vex foreign banks
Leverage ratio concerns weigh on international dealers
OTC infrastructure service of the year: TriOptima
Risk Awards 2015: TriReduce to the rescue
Clearing house of the year: LCH.Clearnet
Risk Awards 2015: UK clearer could unlock leverage ratio
Dealers have the last word on derivatives notionals
Compression is the ultimate retort to those who equate notionals with exposure
Compression to save the swaps business, dealers predict
Banks believe they can cut the notional value of their swaps books in half by the end of next year