Lombard Risk looks to the future with confidence

19 Jul, 2017
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Increased regulations and compliance obligations may be a pain for banks, but represent a business opportunity for Lombard Risk.

Banking and wealth management software provider Lombard Risk Management plc (LON:LRM) is encouraged by its pipeline of new business prospects.

At its annual general meeting (AGM) this morning, non-executive chairman Philip Crawford was set to tell shareholders that the company continues to see a positive market for its products.

To read the full article click HERE.

Lombard Risk momentum continues in Canadian Capital Markets Lombard Risk’s COLLINE® collateral management solution selected by leading Canada bank

18 Jul, 2017
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Lombard Risk Management plc (LSE: LRM), the leading dedicated global provider of integrated collateral management and regulatory reporting solutions, has been selected by a significant Canadian bank to provide its COLLINE® collateral management solution.  This latest win builds on continued success in Canada for Lombard Risk, which now counts four major Canadian banks as clients for its popular collateral management solution.

In the most recent win, the capital markets group of this Canadian banking powerhouse chose Lombard Risk’s COLLINE® to displace its current vendor solution.  

Fintech hails Birmingham centre’s contribution to future growth

6 Jul, 2017
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Article by The Business featuring Lombard Risk’s technology centre in Birmingham with references to the latest annual financial results announcement.

Spotlight on Helen Nicol – a DerivSource exclusive interview

29 Jun, 2017
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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.

“The implications of SIMM on liquidity and funding”

27 Jun, 2017
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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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