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  • Brightwell Selects Bloomberg To Streamline Investment Workflow - The Use Of EMSX And BTCA Helps Optimize Execution And Trade Analysis

    Date 10/04/2024

    Bloomberg today announced that Brightwell, the end-to-end service provider for defined benefit pension schemes and primary service provider to the BT Pension Scheme, has selected EMSX, a leading multi-asset execution management solution to enhance its investment workflow for futures and options trading. Brightwell utilizes connectivity between EMSX and RFQe, Bloomberg’s   request for quote (RFQ) solution to access a broad pool of liquidity. By seamlessly integrating EMSX with their order management system, Brightwell now enjoys a streamlined and efficient trading experience, from order generation to trade booking.

  • The ESAs Launch First Recruitments To Set Up DORA Joint Oversight Team

    Date 10/04/2024

    The European Supervisory Authorities (EBA, EIOPA and ESMA - ESAs) today published three vacancy notices in the context of the Digital Operational Resilience Act (DORA).

  • DTCC Collaborates With REGnosys To Support ISDA Digital Regulatory Reporting

    Date 10/04/2024

    DTCC, the premier post-trade market infrastructure for the global financial services industry, today announced that it is working with REGnosys to support industry adoption of the ISDA Digital Regulatory Reporting (DRR) solution and aid compliance with forthcoming global derivatives trade reporting rewrites. The ISDA DRR establishes a golden-source interpretation of market practices and trade reporting logic, developed through industry consensus.

  • Increasing Volume On Europe’s Structured Products Markets - EUR 406 Billion Open Interest Across Reporting Markets - Turnover Increasing.

    Date 10/04/2024

    Turnover in investment and leverage products on reporting European financial markets was up 5 percent quarter on quarter and 19 percent year on year in the fourth quarter of 2023, bringing the total to EUR 29 billion. 

  • Hedge Funds To Benefit From Enhanced PB Margin Calculations And Stress Testing­

    Date 10/04/2024

    In a further leap for hedge funds, Cassini today announces enhancements to its platform. As the leading provider of front-to-back margin and collateral analytics and optimization tools for derivatives and prime brokerage (PB) clients, Cassini’s latest advancements considerably expand its capability to replicate PB margin across a diverse array of policy types. Additionally, it is introducing an innovative stress testing feature that fortifies hedge funds against forced liquidation events, thus contributing to the robustness of their risk frameworks. 

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