The Rapid Evolution Of Compression: Keeping Pace With Optimisation Activity
At a forum convened by Risk and sponsored by Capitalab, an expert panel discussed the current hurdles, upcoming challenges, and whether innovation is keeping pace with the activity, concluding with what each party can do to adapt to the ever-changing landscape of capital efficiency.
Euro swaptions market prepares for pricing revamp
To help the switchover, optimisation vendor Capitalab is planning to provide a way for dealers to exchange their existing cash IRR swaptions for collateralised cash price risk positions.
BGC Brokers’ Capitalab Launches Combined Options and LCH Cleared Swaps Compression
Capitalab today announced that its compression service has successfully executed the first combined compression cycle in Swaptions, Caps, Floors and LCH cleared interest rate Swaps and Forward Rate Agreements (FRAs).