Latest News
- Derivatives Operations +
-
Securities Operations
+
- Affirmation, Allocation & Confirmation
- Back Office
- Buy-Side
- Case Studies
- Clearing
- Corporate Actions
- Data Management
- FX Operations
- Hedge Fund Operations
- Industry News
- Mergers & Acquisitions
- Middle-Office
- Operational Risk
- Ops Automation
- Outsourcing
- Private Markets
- Reconciliation & Exceptions
- Risk Management
- Sell-Side
- Settlement
- T+1 Settlement
- Diversity & Human Interest +
- FinTech Trends +
- Opinion +
- Performance Measurement +
- Regulation & Compliance +
- Industry News +
- FTF Media & Content Channels +
- FTF Bull Run Blog
The vendors want to cut counterparty credit risk and ease initial margining burdens.
Derivatives risk optimization vendor Quantile Technologies Ltd. and AcadiaSoft Inc., a collateral management automation provider, are joining efforts to help derivatives market participants cut counterparty credit risk and facilitate resources such as initial margin across asset classes and financial instruments, including swaps, options and non-deliverable forward (NDFs), a cash-settled, short-term forward contract. The Quantile’s risk...
Already a subscriber? Login here
