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Data Points: Government Bond Update - August 2014

In the second quarter, the U.S. GDP expanded at a 4.2% annual rate instead of the 4% rate initially reported, according to the Commerce Department.

Wanted: Home for OTC Trading

OTC trading is still seeking a suitable home under MiFID II. Without one, markets might lose this liquidity permanently.

Market snapshot: Government bond yields touch fresh lows across the Eurozone

Speaking at the Jackson Hole Economic Policy Symposium on Friday 22nd August, ECB President Mario Draghi suggested that the ECB Governing Council may respond to continued low inflation in the Eurozone by easing monetary policy, saying “we stand ready to adjust our policy stance further”.

The 'Separate Entity' Question and Swaps Trading

A well-known legal case in the commercial banking sector may have significant implications for clearing houses and other swaps market participants.

Swaps Boom in Unintended Consequence of New Curbs on Wall Street and more

Swaps Boom in Unintended Consequence of New Curbs on Wall Street (Bloomberg News)

Derivatives Plagued by Manual Processing - the Case for Automation

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: Impact on Clearing Fees and Margin

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.

Breaking Collateral Bottlenecks

The success of the G20 agreement finalized in Sept. 2009 to enhance transparency and increase market stability while reducing counterparty, operational and liquidity risk will be largely dependent on the efficient management and effective allocation of collateral.

Reform Spawns Opportunity for Capital Markets - Q&A with BCG's Will Rhode

The success of the G20 agreement finalized in Sept. 2009 to enhance transparency and increase market stability while reducing counterparty, operational and liquidity risk will be largely dependent on the efficient management and effective allocation of collateral.

Standard settlement for European securities is changing

The standard settlement period for certain European securities is changing to T+2, in accordance with the Central Securities Depository Regulation (CSDR).