News & Research

“It is not just what they did but what they said, and it certainly does seem like they are still worried about inflation and this is not going to be the end of the rate increases,” said Melissa Brown, Global Head of Applied Research at Qontigo in New York.

After two years of virtual gatherings, I’m thrilled to announce that the flagship Qontigo Investment Intelligence Summit will return in person this May. This year’s Summit, which we have called ‘Together in ’22,’ will take place in London on May 5 and in New York on May 19. The two events will offer insights on some of the most important […]

The deadline for the SEC 18f-4 Derivatives Rule is right around the corner. Are you prepared?

SimCorp, an independent provider of SaaS investment management solutions and trusted partner to the global buy side, today announces a new partnership with Qontigo, a leading provider of analytics and indices, and part of the Deutsche Börse Group.

Qontigo announced today the appointment of Mohan Verma as Senior Managing Director, Global Head of Business Development.

When deciding to refinance an AT1 bond, the pertinent question is whether the fixed rate payable on a new issue is more or less than the floating rate payable on the existing security.

The SEC 18-f 4 Derivatives Rule stipulates all SEC-registered companies to comply with a derivatives framework by August 19, 2022. While it’s more than a year away, the time to act is now.

The countdown has begun. The Securities and Exchange Commission (SEC) adopted the 18f-4 Derivatives Rule in October last year, which means most SEC-registered companies will now have to make sure they don’t fall foul of the rule by August 19, 2022. While it seems a long time away, it’ll be here before you know it. To that end, we’ve put together a few questions you should ask your existing – or potential – risk solutions provider.

Rule 18f-4 is likely the most significant change ever to the way the SEC regulates funds’ use of derivatives, and will have a large impact on how registered companies will need to manage their derivatives risk. We hosted a Risk.net webinar with Dechert LLP and Wellington Management to discuss what this important legislation entails, how firms are preparing for it and what risk measurements are required. The main message? Companies need to focus on this now to make the Aug. 19, 2022 deadline.

As a result of the derivatives rule SEC 18f-4 passed on October 28, 2020, all SEC-registered mutual funds, ETFs and Business Development Companies (BDCs) with derivative notional exceeding certain threshold are required to appoint a derivatives risk manager in charge of implementing a regulatory framework for its fund’s derivatives use. The necessary risk guidelines focus on reporting limits of fund leverage risk based on Value-at-Risk (VaR).

The SEC has adopted the 18-f Rule which will affect specific investment companies using derivatives. Reporting on stress tests, VaR measurements and backtests, are just some of the mandatory requirements – all of which can be accessed through the cloud-native Axioma RiskTM risk management platform.