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David Bachelier leaves BCG-owned compression venture after seven years

Abu Dhabi Investment Authority wants to turn systematic investing into a ‘good science’

Agreement to buy optimisation firm for £274m strengthens LCH’s FX foothold as SA-CCR bites

Simm template to be expanded for SA-CCR and FRTB Crif-plus will capture risk exposures for all instruments, boosting optimisation potential Print this page   The standard industry template used to calculate margin requirements for non-cleared trades is being extended to a wider range of instruments in a bid to improve portfolio optimisation under incoming counterparty credit and market risk frameworks. The International Swaps and Derivatives Association is working with core users of its standard initial margin model, or Simm, to create a beefed-up version of the common risk inte...

Print this page   The once monopolistic market for portfolio optimisation is entering a fresh era of competition and investment, as a new leverage regime nudges dealers to adopt next-gen rebalancing services in place of traditional rates compression. In January, Quantile Technologies – one of the earliest rivals to first-mover TriOptima in rates compression – secured a $51 million investment from US private equity firm, Spectrum Equity. The same month, IHS Markit pumped $113 million into a new joint venture with Only users who have a paid subscription or are part of a corpora...