Of the 18 respondents to ESMA鈥檚 study, five aligned themselves with ESMA in calling for standardisation of haircut rules for MMFs engaging in reverse repo trades, while six others emphasised the need for flexibility
KVA calculations determine the lifetime costs of capital as part of the pricing of an OTC derivative and the service will helps firms understand the capital costs an OTC trade will consume over the portfolio鈥檚 lifetime.
The Deutsche Boerse Group noted significant end-user demand for European-listed fixed income ETF options, with institutional investors in Europe ready to migrate from US-listed options once the options are listed
Clearstream claims that new technological developments such as artificial intelligence and blockchain will support the market to overcome barriers to harmonisation
According to BME Clearing the two models, the agency model and the principal-to-principal model, will contribute to greater capital efficiency and market liquidity
The collaboration means that firms trading on MTS鈥檚 new global collateral management segment will be able to use UnaVista鈥檚 trade repository to trade under SFTR