Mentions in the press Archives - Lombard Risk
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22nd August 2018

Challenges faced by New Entrants to the UK Banking Market

Andrew Kesbey, Solutions Director at Lombard Risk, a Vermeg company, explores the challenges faced by new entrants to the UK Banking market, including;

The necessity of keeping up with regulatory changes, the need for a clear and proven methodology, the need for a regulatory reporting platform capable of strategic growth and decisions around the nature of the deployment, e.g. cloud platforms.

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17th October 2017

Lombard Risk selected as Regulatory Reporting and Analytics finalist in RegTech Markets 2017 Spotlight Awards

Lombard Risk Management (LSE: LRM), the leading dedicated global provider of integrated regulatory reporting and collateral management solutions, is pleased to announce that it has been nominated as a finalist in the upcoming Spotlight Awards. Organized by RegTech Markets in partnership with ING, the awards shine a light on the world’s best and brightest RegTech […]

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6th July 2017

Fintech hails Birmingham centre’s contribution to future growth

Article by The Business featuring Lombard Risk’s technology centre in Birmingham with references to the latest annual financial results announcement.

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29th June 2017

Spotlight on Helen Nicol – a DerivSource exclusive interview

Helen Nicol, Global Product Director – Collateral Solutions, Lombard Risk, discusses the strategic collateral management options firms are evaluating as they look to comply with regulations, including Basel III, Dodd-Frank, EMIR, and MiFID II, despite ongoing uncertainty caused by political disruptions.

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27th June 2017

“The implications of SIMM on liquidity and funding”

Tracey Adams of Lombard Risk examines examples of three challenges faced by market participants caught up on the first wave of SIMM.

In September 2013, the Working Group on Margin Requirements (WGMR), a group mutually run by the Basel Committee on Banking Supervision (BCBS) and the International Organization of Securities Commissions (IOSCO), issued a final margin policy framework for non-cleared, bilateral derivatives. A key component of the WGMR implementation programme is the Standard Initial Margin Model (SIMM) project, which is focused on developing a common initial margin methodology that can be used by market participants globally.

While the industry has talked conceptually around SIMM for the last three years (indeed, it has been a topic that has consumed conferences and forums), it has only been since 1 September 2016, when SIMM went live for the largest derivatives users, that it has really shaken institutions into action. So, in a world where we have become so used to the regulatory environment, to the point of fatigue, why has the International Swaps and Derivatives Association’s (ISDA) SIMM caused so much of a flutter? More importantly, why and how is SIMM encroaching onto the processes and capacity of the securities lending environment?

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