Tag: IM

Cassini Systems, IHS Markit, Team Up for Automated Margining

Cassini Systems and IHS Markit have announced that they are partnering to automate the calculation of margin estimates within the latter’s ThinkFolio service. They claim that the collaboration will, for the first time, provide pre-trade analytics for OTC and exchange-traded derivatives directly within ThinkFolio. Global regulatory updates such as EMIR and Dodd-Frank have resulted in […]

In the FICC of It

The move by Refinitiv to a 5ms data feed on its Spot Matching platform has grabbed Colin Lambert’s attention this week, leading him to call for an open debate in the FX industry over the length of last look windows. With both primary venues at 5ms, is it now the time for platforms to step […]

CFTC Extends IM Compliance for Larger Firms

As the US and much of the world faces a Black Swan event in the form of the COVID-19 pandemic, Commodity Futures Trading Commission (CFTC) chairman Heath Tarbert today announced a one year extension for larger entities facing compliance with initial margin (IM) requirements for uncleared swaps, making the new compliance date September 1, 2021 […]