Search results for

    Your search returned 139 results
    Services:
    Trade Notification
    A network for sending and receiving notifications of execution between venues and counterparties for trade booking and onward processing.
    CSDR
    Prevent trade fails that could lead to penalties under the Central Securities Depository Discipline Regime (CSDR)
    Limit Checking
    Real time limit checking, delivering pre and post-trade certainty for OTC cleared trading activity.
    XVA Calculations
    XVA risk calculations across credit, debt, funding, margin, capital and collateral for bilateral OTC derivatives.
    Collateral Management
    Calculate and manage collateral requirements via our cross-product workflow. Full automation ensures high levels of STP & connectivity, allowing you to adopt an exceptions-based approach.
    Portfolio Reconciliation
    Multilateral, proactive portfolio reconciliation with streamlined exception management to resolve collateral disputes and differences, meeting regulatory requirements in a single platform. Reconciles bilateral, cleared, internal and exchange-traded products including collateral balances and all global repositories.
    Post-Trade Dictionary
    Foreign Exchange
    Central to connecting thousands of counterparties worldwide. Pivotal in processing millions of trades every day. And critical to optimising and reconciling FX portfolios.
    Mitigate
    Benchmark Reform
    The financial markets have been on an incredible journey of transformation. Legacy benchmark rates, commonly referred to as the IBORs (Interbank Offer Rates), are being replaced with new alternative transaction-based benchmark interest rates in the majority of regions across the globe.
    Interest Rate Derivatives
    Critical to confirming and processing Interest Rate Derivatives. Pivotal to optimising trillions in notional outstanding. And instrumental in reconciling and reducing risk across global portfolios.
    Credit Management
    Our credit management services increase efficiency and reduce risk.
    Portfolio Compression
    Reduce operational risk and cost by lowering gross notional and eliminating line items.
    Post-Trade Risk Reduction Services
    Our portfolio optimisation services help firms reduce a range operational, counterparty and basis risks in portfolios, while keeping overall market exposure unchanged.
    Counterparty Risk Optimisation
    Optimise counterparty risk exposures and reduce the cost of funding IM and Capital requirements, while mitigating systemic risk. A multi-target solution for maximum efficiency.
    Interest Rate Benchmark Cessation Playbook
    Trade Lifecycle Processing
    Our processing services sit at the heart of the post-trade lifecycle across OTC and exchange traded derivative markets, standardising and automating workflows across asset classes.
    Give Up Messaging
    Our global network is essential to efficient triparty trading workflows, providing a single connection to give up trades in multiple asset classes across all prime and clearing broker relationships.
    Credit Derivatives
    Critical to processing 99% of all bilateral Credit Derivatives traded worldwide. Pivotal to optimising CDS exposures. And instrumental in reconciling and reducing risk across institutional portfolios.
    Netting & Aggregation
    Net or aggregate high volumes of lower value trades to reduce processing and settlement cost and complexity.
    Initial Margin Compliance
    Easily calculate your inputs, manage your margin calls and resolve your disputes with one simple trade file.
    Initial Margin Analytics
    Simplify compliance to initial margin requirements with SIMM™ sensitivity calculations, IM analytics and IM backtesting from our easy-to-use, cost-effective service.
    Repo
    Our network brings the Repo community together to automate post-trade workflows and reconciliations.
    Cashflow Affirmation
    Match and affirm cashflows across all asset classes and counterparties, reducing manual processing and resolving breaks ahead of settlement.
    Basis Risk Optimisation
    Sophisticated and bespoke risk mitigation solutions powered by OSTTRA Reset, the most advanced matching engine on the market.
    Exchange Traded Derivatives
    Intrinsic to simplifying and standardising Exchange Traded Derivatives processing – post-trade. Key to driving efficiencies and transparency between counterparties. And essential to optimising capital allocation and collateral management.
    SA-CCR
    A low touch, cross-asset class optimisation service targeting multiple risk measures simultaneously.
    Equity Derivatives
    Fundamental to standardising Equity Swaps, Options and Synthetic Equity post-trade workflows. Pivotal to establishing transparency between counterparties. And essential to mitigating risk in settlement and counterparty credit.
    Cash Equity
    From trade notifications to portfolio reconciliation and optimisation, our network brings the Cash Equities community together to automate post trade.
    Commodities
    From notifications to portfolio reconciliation, our network brings the Commodities community together to automate post-trade workflows.
    Initial Margin Monitoring
    Is your firm in scope for UMR, but not expected to exceed the regulatory threshold for initial margin (IM) exchange until a much later date – if ever? If so, IM monitoring is a simplified option that can help you achieve regulatory compliance.
    Bonds
    Our network connects counterparties to automate Bond trade processing and reconciliation.
    Insights
    Our latest Insights on everything post-trade.
    Digital Assets
    Connecting OTC crypto trading to established institutional post-trade workflows, giving full transparency and control.
    Contact
    Contact OSTTRA.
    Development
    More
    Articles:
    Firms Seek Optimisation Gains as UMR and SA-CCR Bite
    Benchmark Conversion
    Multilateral Backloading for OTC IRS
    Opposing Enron Effect on Energy Trading Puts Credit Risk Under the Spotlight
    Conversion of non-cleared cross-currency swaps
    OSTTRA Awarded ‘Post-Trade ETD Provider of the Year’ at the FinanceFeeds Awards
    XVA at the Forefront: Addressing Key Financial Challenges
    Dai Yamashita, Quantitative Analyst at OSTTRA guides us through the dynamic landscape of XVA, focusing on key themes that currently resonate within our customer base.
    ICE Clear Europe Credit Clearing Closure Reaches 85% Completion Mark for Open Interest Transferred, with OSTTRA Moving $330 Billion So Far
    OSTTRA Launches New Service for Cross-Currency Swap (CCS) Conversion From LIBOR to Risk-Free Rates
    IBOR Reform: USD LIBOR Deadline, Less Than a Month to Go…
    Brexit Impact on Trading Location: Global OTC IRS Markets – Q1 2023 Review
    Compression & Optimisation Update – Issue 1 2023
    OSTTRA transfers $190 billion of open interest to support the ICE Clear Europe credit clearing closure
    IBOR reform: USD LIBOR deadline, the big one approaches…
    Portfolio Reconciliation & Collateral Management Update Issue 1 – 2023
    Preparing for further Index Cessation
    UMR untangled
    OSTTRA triCalculate XVA Calculations
    Our client, who manages rates volatility and the bank’s XVA book from within the Fixed income desk, required fast and efficient calculations in order...
    OSTTRA and FIA’s DMIST Partner with Key Industry Participants to Establish ETD Post-trade Data Standards
    OSTTRA Capital Optimisation – Now with SwapAgent
    Combined 24hr FX Optimisation and Compression cycles
    2022 USD LIBOR Benchmark Conversion in Review
    Managing CCR to reduce the all-in cost of OTC derivatives portfolios
    SWIFT automation for Collateral Managers
    2023 Outlook for Collateral Managers
    OSTTRA to provide real-time visibility of Eurex exchange-traded derivative trade status
    Compression & Optimisation Update – Q4 2022
    This year has brought sweeping changes to the derivatives marketplace and our innovative solutions continue to help market participants simplify complexities and optimise resources by lowering bank capital requirements and optimising counterparty exposure management.
    Compression service by OSTTRA unlocks additional compression potential for G-SIBs
    AsiaRisk Portfolio optimisation solution of the year – OSTTRA
    USD LIBOR Cessation: 2021 Blueprint Paves the Way but Requires Action Now
    Trade Refactoring Unlocks Additional Compression Benefits
    Leaving IBOR behind is taking longer for EUR equity swaps than JPY and USD trades, OSTTRA data shows
    FCMs tap OSTTRA for FX Client Clearing
    OSTTRA becomes a Derivatives Market Institute for Standards (DMIST) ambassador
    Portfolio Reconciliation and Collateral Update: Phase 6 UMR special
    Best FX post-trade provider: OSTTRA TriOptima
    Options to mitigate the challenges of index cessation fallbacks and conversion
    J.P. Morgan FX Prime Brokerage full adoption of OSTTRA Designation Notice Manager
    TriOptima named Best Compression and Optimization Service
    OSTTRA and LCH SwapAgent collaborate to reconcile bilateral OTC trade data
    J.P. Morgan FX Prime Brokerage turns to OSTTRA to cut Designation Notice onboarding times
    OSTTRA sees 30.6% hike in NDF clearing volumes in H1 2022
    OSTTRA launches new solution to digitise paper confirmations
    OSTTRA Streamlines Trade Reconciliation with Connectivity Between MarkitWire and triResolve
    Get ready for UMR phase 6 surprises
    OSTTRA to Launch Ground Breaking Repo Confirmations Service, Powered by MarkitWire
    IBOR reform: LIBOR deadlines, where are we now – global outlook Q1 2022 review
    Brexit impact on trading location: Global OTC IRS markets – Q1 2022 review
    IBOR reform: LIBOR deadlines, where are we now – global outlook Q1 2022 review
    Lessons from UMR phase 5
    Automate today to prepare for initial margin compliance
    ISDA’s 2021 Definitions Hit Key Adoption Landmark
    OSTTRA triResolve Margin: Collateral Automation
    Your UMR questions – answered
    UMR Phase 6 – Am I Too Late?
    OSTTRA adds Support for Crypto Assets to FX Post-Trade Processing Services
    OSTTRA triResolve Margin Case Study: UMR compliance & SWIFT connectivity
    The next chapter in the saga of delayed ETD trade allocations
    OSTTRA triResolve Margin: Preparing to Exchange IM
    UMR Compliance: IM Monitoring Case Study
    Looking ahead to the last phase of UMR
    BidFX Connects to OSTTRA to Streamline OTC FX Client Clearing
    Enhanced ETD network streamlines post-trade processing
    Validation of production data ahead of CCP conversion event dress rehearsals
    CCP technical testing in preparation for CCP transition events
    TriOptima combines credit optimisation with compression to deliver major capital and initial margin funding benefits for banks
    Novation and backloading of 70,000 trades for G15 bank restructure
    Trade novation to support Asset Manager merger
    OSTTRA Expands Cash PB Matching Service to Clear OTC Equities in Readiness for CSDR
    IBOR reform: LIBOR deadline approaches, flash update on progress in Q4
    Traiana Equity LimitHub service launched with BNP Paribas Securities Services to extend clearing of European OTC equities in support of CSDR
    Osaka Exchange to compress index options powered by OSTTRA TriOptima
    OSTTRA TriOptima launches credit optimisation service allowing banks to reduce cleared risk
    Collateral automation – if not now, when?
    OSTTRA’s TriOptima launches trade refactoring solution to support notional reduction drive
    TriOptima wins LIBOR Solution of the Year award at Asia Risk Awards 2021
    IBOR reform: Q3 2021 review – SORA, SARON, TONA and SOFR are the big movers…
    Best FX compression & optimization service – FX Markets e-FX Awards 2021
    Collaboration is King at FIA IDX 2021
    Optimising Your Business Under the SA-CCR
    IBOR reform: Global IBOR transition – Q2 2021 review
    Brexit impact on trading location: Global OTC IRS markets – Q2 2021 review
    CME Group and IHS Markit Complete Joint Venture and Launch OSTTRA, a New Post-Trade Services Company
    Automated margin (VM & IM) solution for Dealer Bank
    FX Credit risk – The solution is simple if everyone is on the same page
    Solving the Domino Effect of Delayed Trade Allocations
    Centralising the reconciliation process for a US Corporate
    Time to act – Smart transitions to UMR compliance
    Intelligent automation speeds up client onboarding to OSTTRA Designation Notice Manager
    The Great Balancing Act: A Discussion about the Interplay Between UMR and SA-CCR
    Over the last decade, global regulators have introduced several measures in the OTC derivatives market designed to increase financial market resiliency and mitigate counterparty credit risk – mandatory clearing, reconciliation and reporting, and uncleared margin rules, to name a few examples. The goal of these measures is to reduce counterparty risk, increase marketplace transparency, and prevent contagion.
    Mitigating the challenges of index cessation fallbacks and conversion
    FX PB credit: High time for the industry to come together
    It’s Not All About SIMM vs. SCHEDULE!
    Why digitisation of legal agreements is the key to unlocking the challenges of FX credit
    FX Credit – Central Utility Model
    SA-CCR changes the game, but will it change how you play it?
    UMR: Time is of the essence when it comes to FX data and analytics
    Delivering Certainty in Uncertain Times
    2021: Brexit, no equivalence and the day of the SEF
    CME Group and IHS Markit to Form Leading Post-Trade Services Joint Venture for OTC Markets
    Best compression/optimisation service for FX at FX Markets e-FX awards 2020
    Harnessing the benefits of more automated FX trade lifecycle operations
    Automated margin (VM & IM) solution for Asset Manager
    More
    Services