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HKEX Appoints Head Of Post Trade Change Date 13/04/2021 Hong Kong Exchanges and Clearing Limited (HKEX) is today (Tuesday) pleased to announce that Lisa O’Connor has joined the company as Managing Director, Head of Post Trade Change, reporting to Head of Post Trade, Glenda So. In her new role, Ms O’Connor will be working across HKEX’s clearing and settlement system initiatives, helping to leverage new technology to expand HKEX’s post trade services and enhance its service offering and process efficiency. Ms O’Connor joins HKEX from global financial messaging services provider S...

Risk.net Expectations grow that a review of SFTR scheduled for April will be postponed due to Covid Esma Print this page   A review of the European Union’s reporting rules for repurchase agreements (repo) is expected to be delayed, according to three sources familiar with the matter. Banks and investment firms were meant to start reporting repo and securities lending trades under the Securities Financing Transaction Regulation (SFTR) in April last year. However, the European Securities and Markets Authority (Esma) recommended that national authorities avoid enforcing the requir...

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...

Risk.net Risk Awards 2021: valiant effort to solve swaptions discounting problem wins praise from clients David Bachelier, Capitalab co-founder As the world grappled with the Covid-19 pandemic, Capitalab staffers were trying to solve a knotty problem afflicting the swaptions market from their kitchen tables. Central counterparties (CCPs) would soon begin using new risk-free rates to value more than $200 trillion-equivalent of cleared interest rate swaps, a key milestone in the roadmap for phasing out Ibor benchmarks. The first of these ‘big bang’ switches occurred on July 27, when CME, Eu...

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