This Extension Pack enhances the existing credit models and introduces support for the new entity known as a Credit Hub, support for the Swap Execution Facility (SEF) Auto Acceptance rule and provides capability for additional transparency on risk limits. Credit Hubs allow firms to manage risk across multiple SEFs. This enhancement introduces support for Credit...
Tag: sef
Package
SEF_FX_FI via FIX – Recommended Practices
Focuses on the buy-side to sell-side workflow for trades executed on a SEF utilizing a pre-trade allocation workflow as opposed to “bunched” trades.