The TRADE

JULY 10, 2024

With the amount of US Treasury clearing activity processed through FICC expected to rise by $4 trillion daily following the SEC’s expanded clearing mandate which will be implemented in 2025 and 2026, DTCC’s calculator will be a key tool for firms to determine VaR and potential margin obligations for any simulated portfolio.

Portfolio 64

Portfolio Risk Management Financial Services Government 64

The TRADE

SEPTEMBER 24, 2024

Named SPDR SSGA MyIncome ETFs, the suite looks to offer investors the ability to build their own custom bond ladder portfolios to manage their respective cash flow, interest rate risk, and liquidity needs. The suite consists of 14 actively managed target maturity ETFs with various maturity years ranging from 2026 to 2034.

Corporation 64

Corporation Management Portfolio Management Portfolio 64

The TRADE

DECEMBER 5, 2024

Clearing obligations will become stricter, with enhanced oversight of margin requirements and risk management processes. Despite these new potentially arduous compliance pressures, trading desks are also likely to benefit from reduced counterparty risk and improved market confidence thanks to the changes.

Trading 59

Trading Risk Management Portfolio Broker 59

The TRADE

NOVEMBER 14, 2024

The Depository Trust & Clearing Corporation (DTCC) has launched enhancements to its Value at Risk (VaR) calculator, adding cross-margining and repo transaction functionalities. The updated risk tools seek to support firms as they prepare for the expansion of US Treasury clearing in 2025 and 2026.

Risk Management 64

Risk Management Portfolio Portfolio Management Trading 64