ISDA recently published its review of OTC Derivatives Market Trends between 2019, 2018 and the previous 5 years. On the whole, US dollar-denominated trading has increased particularly in the shorter-term contracts. And there was also “a noticeable boost in the share of cleared IRD contracts, as demonstrated by higher IRD notional outstanding with central counterparties (CCPs).”

Additionally in the report, the Bank for International Settlements (BIS) has data showing that gross credit exposure increased, showing approximately 78% of reduced mark-to-market exposure for market participants, which is further reduced by their posted collateral.

About Principia Partners
Principia Partners LLC (Principia) provides solutions for derivative and structured finance operations. Global financial institutions and independent asset managers have used the award-winning Principia Structured Finance Platform since 1995 to unify investment analysis, portfolio management, risk surveillance, accounting and operational control across the breadth of structured credit assets, fixed income investments and complex derivatives. In 2015, Principia launched its Analytic Service, pasVal, to make its award-winning pricing and analytics available to an even broader range of businesses.

Principia is based in New York, with an office in London and a technology center in King of Prussia, Pennsylvania.

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