Derivatives

Grant Thornton Greece expands use of SuperDerivatives OTC derivative valuation service

OTC derivative valuations vendor SuperDerivatives says that Grant Thornton Greece has licensed a comprehensive set of its tools, including all of its option pricing and analytics platforms. It will serve as the basis for the firm's audit work surrounding IAS39, IFRS 7and UCITS III and in preparation for the MiFID regulations.

Interwoven offers clients access to DTCC OTC Derivatives Trade Information Warehouse via Scrittura Messaging

Interwoven, the owner of the Scrittura messaging technology that enables buy and sell-side clients to communicate details of OTC derivative transactions without manual processing, says its clients will now be among the first to have access to the full range of post-trade processing services provided by the Depository Trust & Clearing Corporation (DTCC) through the Deriv/SERV Trade Information Warehouse the American CSD unveiled last month.

Nomura and Liquid Capital join Spanish derivatives exchange MEFF as trading members

The Spanish Financial Futures and Options Exchange, MEFF, says Deutsche Bank Madrid has joined the exchange as a direct clearing member, and Fortis Bank Madrid has joined as a custodian clearing member. Liquid Capital Securities and Nomura International, both of which are based in London, have joined as trading member

Quantifi Toolkit introduces new pricing structures for CDOs

Quantifi, a provider of analytics and risk management solutions to the global credit markets, has released Quantifi Version 8.5, a toolkit for the pricing and risk assessment of credit derivatives. "Version 8.5 provides several key enhancements including third-generation base correlation technology essential for pricing some of the more recently developed portfolio credit products," says Rohan Douglas, CEO, Quantifi.

DTCC appoints CLS Bank to settle OTC derivatives contracts

The Depository Trust & Clearing Corporation (DTCC) has appointed CLS Bank International (CLS) to provide central settlement of payments for over-the-counter (OTC) derivatives contracts housed in the Trade Information Warehouse it launched earlier this week. The aim is to provide an integrated global payment processin

DTCC launches OTC Derivatives Trade Information Warehouse

The Depository Trust & Clearing Corporation (DTCC) has launched a Trade Information Warehouse, which it claims will reduce the manual component in post-trade processing of over-the-counter (OTC) derivatives transactions. DTCC announced its plans to build the warehouse in February this year. Since then, a DTCC team ba

Markit Group to price loan credit default swaps

Markit Group, which provides OTC derivatives valuation and trade processing services, has extended its pricing service to loan credit default swaps (LCDS). Markit says LCDS was launched in response to strong interest in the nascent LCDS market from dealers and institutional investors wishing to take synthetic exposur