QuartetFS: Optimising Collateral With Real-Time Analytics

Collateral management has never received this much attention. Pre-global financial crisis, collateral management was a spreadsheet-based function, often a box ticking exercise. However, it is now undergoing a huge shake up, as incoming regulations are redesigning the clearing landscape. The US Dodd-Frank Act and its European equivalent, European Market Infrastructure Regulation (EMIR) are transitioning the derivatives market from an over-the-counter (OTC) model to an exchange-traded one. And

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risktech Forum? Register for access

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can contact us to request an individual account here.