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OTC Markets

Fannie Mae Announces Updates to its Mortgage-Backed Securities (MBS) Prospectus to Support Connecticut Avenue Securities (CAS)

April 24, 2018

As part of Fannie Mae's continued effort to innovate and improve its credit risk transfer program, the company announced a significant milestone in furthering enhancements to its benchmark Connecticut Avenue Securities™ structure. 

Rearranging risk

October 14, 2015

The regulatory drive to move as many products as possible to central clearing is putting greater pressure on central counterparties (CCPs) than ever before and in turn increasing systemic risk in the market. At present, bilaterally cleared products in the over the counter (OTC) market represent a medium risk of default and a medium impact if a bank defaults. Central clearing, however, represents a lower risk of default but a much greater impact if there is a default.

Talking XVA; Pricing, Trading & Risk Management on the XVA Desk (Panel Debate)

November 10, 2014

Sell-side panel debate, XVA

Quantifi's annual conference took place 8th October 2014 in London. With buy-side and sell-side debates and industry speakers, the subject for the afternoon was 'Dynamics Driving the OTC Markets'. 

Initial Margin: When Does More Turn Out to Be Less?

July 25, 2014

Changing margin regulations are set to affect the OTC derivative market, including initial margin risk models for non-cleared OTCs.

European market data: too high a price?

June 17, 2014

“MMT takes away the last excuses from the exchanges,” says Mark Hemsley, chief executive officer at BATS Chi-X Europe

Central clearing in the equity derivatives market

June 12, 2014

The approval of the first central counterparties under the European Market Infrastructure Regulation has focused attention on how a clearing determination will be applied across the European Union. 

New GMEX derivatives exchange plans global conquest

August 14, 2013

An international derivatives market called Global Markets Exchange Group International has been launched by co-founders Hirander Misra and Vj Angelo.

Quantifi and InteDelta Whitepaper Explores Key Requirements for Counterparty Risk

July 2, 2013

"As this paper explains, the accurate measurement and effective management of Potential Future Exposure and Credit Value Adjustment are critical for managing counterparty credit risk," comments Avadhut Naik, Quantifi.

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