Risk: Non-cleared swaps compression battle heats up

10 March 2017

Fintech vendors (like triBalance Quantile, LMRKTS and Capitalab) are competing to reduce the amount of initial margin (IM) dealers must post on non-cleared derivatives trades; though banks caution that some solutions being tabled may prove too complex or costly to merit the investment, and that there is likely room for only one or two to survive.

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