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We are delighted to share that four of our talented employees based in London - Liz Carter, Serene Murphy, Ayala Truelove and Anna Westbury - have made it to this year’s Women in FinTech Powerlist compiled by Innovate Finance.

Yields on Italian 10-year government bonds increased today, according to Tradeweb data.

There is a prevailing attitude among global regulators that central clearing is the silver bullet to the previous financial woes.

The Federal Reserve announced it would cut bond purchases by $10 billion to $25 billion following strong GDP numbers in July.

The Bank of England (BoE) kept interest rates and its quantitative easing program unchanged in July.

Banks may be ready for the Volcker Rule, but their technology vendors may not be. And that could be a big problem.

Last month, the yields of several European ten-year benchmark bonds reached their lowest levels since the launch of the Tradeweb European government bond platform in October 2000. This was true for both peripheral and developed debt markets.

Seventy-nine percent of capital markets firms report that they still rely heavily on spreadsheets and manual processes when processing derivatives, and 84% cite the need to create workarounds to support derivatives in their current middle- and back-office operations.

Swaps compression trades reduce line items, clearing fees and margin. But they come at a price. And determining whether they are cost-effective depends on the details.

Market participants are adjusting to the new normal under global derivatives reform as e-trading of derivatives continues to increase.