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Centralized FX Services

Drive more efficient post-trade processes, mitigate operational risk and comply with regulatory-driven change

MarkitSERV’s Centralized FX Services are transforming post-trade processing in FX, helping the industry eliminate the fragmented, often paper-based workflows that drive cost and operational risk, particularly in the processing of more complex derivatives. By centrally matching and/or affirming trade details, legal confirmations are automatically created, creating a shared ‘golden copy’ of trade information that can be used to manage lifecycle events including clearing, trade reporting, compression and options expiry for all FX cash and derivative instruments.

Our Centralized FX services were created in partnership with the industry to meet rapidly evolving customer and regulatory demands.

Key features include:

  • Affirmation
  • Confirmation
  • Clearing connectivity
  • Regulatory reporting
  • Options exercise management
  • Lifecycle event management
  • Compression
  • Novations

Matched trade population via MarkitSERV FX

Industry Insight

Ripping off the Band-Aids in FX post trade

Now is the time to deploy modern FX post trade systems that are suited to an innovative, electronic market. The benefits of making the change far outweigh the risk. While new community-based approaches should be adopted to solve industry-wide challenges, there is ample opportunity for firms differentiate themselves through proprietary post trade technology.

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Overcoming fragmentation in the FX market

Over the last decade, fragmentation has become the defining characteristic in the global FX market. At the same time, growing volumes, changing regulation and radically lower thresholds for risk elevate the need for participants to optimize post-trade technology infrastructure. The next step for the industry is to integrate with new centralized infrastructure that makes trade lifecycle management more efficient.

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FX clearing: What’s next?

While regulators have paused their drive to require clearing of NDFs, the volume of FX derivatives voluntarily cleared by the industry is increasing. This comes amid a push to streamline post-trade processes to reduce costs, complexity and operational risk. New infrastructure can help the industry scale for growth, improve resiliency and prepare for the day when clearing is mandatory.

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Defining the new FX post-trade paradigm

Over the last decade, the foreign exchange market has experienced record growth in trade volume. Innovation in trade execution, the introduction of prime brokerage services and the entry of new participants trading a wider range of products have transformed FX derivatives markets. Post-trade systems now need a similar transformation to keep pace with these and other fundamental changes.

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Customers

  • Asset managers
  • Banks
  • Clearinghouses
  • Corporates
  • Dealers
  • Exchanges
  • Execution venues
  • Fund administrators
  • Hedge funds
  • Prime brokers
  • Inter-Dealer Brokers

Experts

Julian Chesser

He is responsible for the franchise across Asia Pacific, including all expansion into China and India. Mr. Chesser joined the firm in 2012 from Fidelity International, where he was COO for Fixed Income based in London. He was the Accountable Executive for a major technology re-stack including risk management and trading. He worked at J.P. Morgan from 1997 to 2002 in London, New York and Milan and was co-head of fixed income operations from 2000. Mr. Julian Chesser holds an LLB from the University of Warwick, UK, and completed his bar finals in London.

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Kirston Winters

Mr. Winters is co-head of product management for MarkitSERV, the largest, global service for processing OTC derivatives trades. He is also responsible for MarkitSERV's global cross-asset, real-time public and regulatory transaction reporting service that launched in 2011 and led product management for IHS Markit's MiFID II services.Prior to joining the firm in 2009, he served as director of business development at the DTCC Deriv/SERV LLC, subsidiary of the Depository Trust and Clearing Corporation (DTCC). Early in his career, he worked at Barclays Capital in London, where he held various roles in OTC derivatives. Mr. Kirston Winters earned a Bachelor of Science in Economics from the University of Manchester, UK.

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Events

IHS Markit Webinar 25 August 2021

ISDA Amend IBOR Webcast Demo Series

Each week, our team will walk asset managers throu (...)

IHS Markit User Group 07 July 2021

ISDA Amend Working Group

The ISDA Amend team at IHS Markit is leading a ser (...)

IHS Markit Webinar 12 October 2021

Q3 What's New in iLEVEL

Join us for a live session highlighting new featur (...)

IHS Markit Webinar 20 July 2021

Q2 What's New in iLEVEL

Join us for a live session highlighting new featur (...)

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