15 Oct 2015 risk mitigation obligations, including requirements regarding timely confirmation, portfolio reconciliation, portfolio compression, mark-to-market  6 Mar 2014 OTC derivative contracts should be reported to trade repositories. CCIL carries out regular portfolio compression exercise on IRS to reduce 

The European Market Infrastructure Regulation (EMIR) is the name given to The Regulation on OTC derivative transactions, central counterparties and trade  Credit derivatives have been among the fastest growing derivatives markets, with outstanding outstanding through portfolio compression and clearing. Portfolio compression involves terminating offsetting OTC derivative contracts and concluding new contracts. The aim is to mitigate the operational risk by reducing  1 Mar 2019 Portfolio compression. • Replace with smaller positions but similar risk. • CME completed 5 compression cycles for equity futures options (1/3 OI  26 Apr 2019 Japan OTC Derivatives Regime Deemed Equivalent Under EMIR terms of an OTC derivative contract the conduct of a portfolio compression  26 Aug 2016 Appendix H: Availability of CCPs clearing OTC derivatives in FSB for NCCDs, such as trade compression and portfolio reconciliation. 3.2. 12 Dec 2018 but the non-centrally cleared OTC derivative trade is executed outside of should assess the use of portfolio compression in a risk-based 

The course is aimed at those currently working within a particular segment of derivative operations (e.g. trade processing, collateral management), who would  

DERIVATIVES-Swaps compression hits US$1 quadrillion. LONDON, June 27 (IFR) - Derivatives users have eliminated more than US$1 quadrillion of notional outstanding in over-the-counter swaps through NEX Optimisation’s triReduce multilateral compression service since its 2003 launch by TriOptima. The apparent collapse is largely down to something called trade compression. Since August, credit-derivative dealers have been routinely giving details of their CDS trades to compression vendors. These companies propose new sets of CDS contracts that keep each of the participating dealers' net positions The client executes on the best price and Tradeweb automatically confirms the trade, sending post-trade risk messages and positions to the clearing house. Compression today Since launch, Tradeweb’s compression service has been used to compress more than 325,000 line items with a total executed notional value of nearly USD 40 trillion. Compression trades are actually the biggest chunk of these at a fairly steady 12-14% (on a trade count basis). So let’s take a real recent example of a compression run and do some analysis on the numbers. Post-trade risk reduction has become increasingly common as a means to reduce risks in the derivatives market. Portfolio compression is a case in point: offsetting trades between multiple parties are torn up, which reduces the size of gross exposures, in turn reducing systemic risk. Over positive excess levels in markets. Dealers are thus at the heart of the generation of redundant trades. However, the share of excess that can be removed (i.e., redun- dant excess) is a function of potential constraints, which we refer to as compression tolerances, set by both individual participants and regulators.

11 Apr 2018 For example trade compression has increasingly been used as a technique to reduce the overall risk in the market. This involves identifying 

The BIS staff found that some of the huge growth in trading was driven by one- time Portfolio compression in the OTC interest rate derivatives markets has been  25 Mar 2017 When banks trade derivatives the trades start to accumulate. This means active trading increases gross notional exposures. Despite collateral  The European Market Infrastructure Regulation (EMIR) is the name given to The Regulation on OTC derivative transactions, central counterparties and trade 

12 Dec 2018 but the non-centrally cleared OTC derivative trade is executed outside of should assess the use of portfolio compression in a risk-based 

Originally, compression services were introduced for interest rate swaps (IRS) the notional size of the interest rate derivatives market by approximately 62%. “ Plus, it limits the portfolio of trades that can be compressed to CLS members and   TriOptima is the award-winning provider of critical post trade infrastructure and risk portfolio reconciliation of OTC derivative portfolios, collateral management, and triReduce offers a range of multilateral compression services across asset   Quantile delivers market leading compression and optimisation services to reduce risk, increase We're here to make the derivatives market run smoother. 25 May 2016 Assume you are trading derivatives, you can offset these positions against other positions bilaterally, i.e. with just one other counterparty, or multi-  CME Group is offering a multi-lateral post-trade Equity option compression service. The intent of this service is to provide market participants and their FCMs with  Portfolio compression. All Union OTC derivatives market participants with 500 or more non-cleared OTC derivative contracts outstanding with a counterparty are 

Compression is a process of replacing multiple offsetting derivatives contracts with fewer deals of the same net risk to reduce the notional value of the portfolio. It can be carried out between two or more counterparties (bilateral and multilateral compression respectively).

15 Oct 2015 risk mitigation obligations, including requirements regarding timely confirmation, portfolio reconciliation, portfolio compression, mark-to-market  6 Mar 2014 OTC derivative contracts should be reported to trade repositories. CCIL carries out regular portfolio compression exercise on IRS to reduce  10 Oct 2010 All standardised OTC derivative contracts should be traded on exchanges extensions of trade compression, dispute resolution, and portfolio  The course is aimed at those currently working within a particular segment of derivative operations (e.g. trade processing, collateral management), who would   17 Oct 2014 mitigation services in the OTC derivatives markets, including confirmation, 2 valuation, and portfolio compression to participants across regions 

Credit derivatives have been among the fastest growing derivatives markets, with outstanding outstanding through portfolio compression and clearing. Portfolio compression involves terminating offsetting OTC derivative contracts and concluding new contracts. The aim is to mitigate the operational risk by reducing  1 Mar 2019 Portfolio compression. • Replace with smaller positions but similar risk. • CME completed 5 compression cycles for equity futures options (1/3 OI  26 Apr 2019 Japan OTC Derivatives Regime Deemed Equivalent Under EMIR terms of an OTC derivative contract the conduct of a portfolio compression  26 Aug 2016 Appendix H: Availability of CCPs clearing OTC derivatives in FSB for NCCDs, such as trade compression and portfolio reconciliation. 3.2.