Volume 5, 2012-13

Each volume of Journal of Securities Operations & Custody consists of four quarterly 100-page issues. The articles published in Volume 5 were:

Volume 5 Number 4: Special issue on practical perspectives on clearing and market reform

• Counterparty risk management at the advent of central clearing for swaps
  Vlad Feygin and John Schiavetta, Director of Risk Management, AllianceBernstein
• Addressing initial margin challenges in the new swaps world
  Jack Callahan, Executive Director, OTC Products, CME Group
• Certainty of clearing: Creating a credit-checking tool for OTC derivatives
  Jon Williams, Managing Director and Head of US Markets, Tradeweb
• An overview of Dodd Frank as it relates to OTC derivatives reform
  James Wallin, SVP and Camille Clingan, VP, Fixed Income Compliance, AllianceBernstein
• Swaps central clearing for asset managers: How clear is it?
  Tim Cameron, Managing Director and Matt Nevins, Managing Director and Associate General Counsel, Asset Management Group, SIFMA
• How the Volcker Rule and other regulations are changing credit market structure - and technology is at the heart of the industry’s response
  Rick McVey, CEO & Chairman, Market Axess
• Prospects and challenges of a pan-European post-trade infrastructure
  Karel Lannoo, CEO and Diego Valiante, Head of Research, European Capital Markets Institute
• Infrastructure readiness for swaps clearing
  Mike Herskovitz, SVP, Fixed Income Risk Operations and Technology, AllianceBernstein
• Automated terminations in a cleared world: Coming soon
  Sunil Hirani, Co-founder and CEO, trueEX
• Impact of reform on collateral and margin requirements practices
  James Wallin, SVP, AllianceBernstein

Volume 5 Number 3

• Collateral management: Ways to source and pool collateral for multiple purposes
  Jo Van de Velde, Managing Director, Product Management Division, Euroclear Bank
• The EU Commission’s Single Supervisory Mechanism and the securities business
  Eddy Wymeersch, Former Chair, Committee of European Securities Regulators and Board member, Association for Financial Markets in Europe
• Simplifying the post-trade lifecycle in Asia to reduce costs and increase efficiency
  Barnaby Nelson, Head of Client Development, Asia, Banks, Broker Dealers and Corporate Issuers, BNP Paribas Securities Services
• Meeting the Dodd Frank Title VII recordkeeping requirements
  Peter von Maur, Director & Senior Counsel, RBC Law Group, RBC Capital Markets
• Transforming uncertainty into opportunity: Coexistence of ISO 15022 and 20022 messaging standards
  Daniel E. Retzer, Managing Director and Chief Technology Officer, XSP
• Counterparty risk management for today and the future
  Brian J. Tsai, Chief Operating Officer, IMC Asset Management and Matthew A. Magidson, Partner, Lowenstein Sandler
• Opening Pandora’s Box: Social media, mobile technology and regulatory/operational risks
  Gary Pitts, Partner and Carla Aylott, Compliance Manager, Solo Capital Partners
• Overnight index swap and integrated credit valuation adjustment discounting
  Rohan Douglas, CEO and Dmitry Pugachevseky, Head of Research, Quantifi
• Corporate actions for holders of Russian securities
  Anton Kashkin, Head of Corporate Actions, BCS Financial Group

Volume 5 Number 2

• Smart partnering: The next evolution in the post-trade space
  Philip Brown, Member of the Executive Board and Head of Client Relations Europe & Americas, Clearstream
• Hidden risks of change due to regulatory evolution or shifts in servicing conventions: The global custodian liability example
  Urs Stahli, Managing Director, UBS
• Securities operations: In-house or in the cloud?
  Brian J. Tsai, Chief Operating Officer, IMC Asset Management and John Shen, Founder, Metro CSG
• The common asset services platform
  Gerard Bermingham, SVP, Business Strategy, Information Mosaic
• The effects and implications of regulatory impact on the securities services chain
  Sandrine Leclercq, Head of Strategic Development, Funds and Banking, Baker & McKenzie
• Internal and external approaches to controlling rogue trading behaviour
  Dan Singer, Professor of Finance and Michaël Dewally, Assistant Professor of Finance, Towson University
• And the winner is... London? The location of the second Renminbi offshore trading centre
  Carlo R. W. de Meijer, Senior Researcher, Market Infrastructures, RBS
• Securities operations: Tax reporting and K-1 preparations
  Miriam Abraham, Tax Manager, Crystal Wiley, Tax Manager, Rusty Helton, Tax Director and Kara Friedenberg, Tax Partner, PricewaterhouseCoopers

Volume 5 Number 1

• Should the European repo market clear and settle only in central bank money?
  Godfried DeVidts, Director of European Affairs, ICAP
• Trends in the execution management system market and the offerings of leading EMS vendors
  Anshuman Jaswal, Senior Analyst, Celent
• Features of an excellent securities settlement system
  Vasanth Sandilya, Business Analyst, Infosys
• UCITS V: A review of the timetable for implementation and the impact of the new regime
  Charles Muller, Partner, KPMG Luxembourg
• A primer on tail hedging risk
  Andrew Rozanov, Managing Director, Head of Sovereign Advisory, Permal Investment Management Services and Ryan McRandal, Portfolio Manager and Senior Strategy Analyst, AXA Fund of Hedge Funds
• Calculating the effect of funding costs on OTC trading profitability using funding valuation adjustment
  Rohan Douglas, CEO and Dmitry Pugachevsky, Director of Research, Quantifi
• Is the UCITS V Directive a cloned version of the Alternative Investment Fund Directive?
  Hermann Beythan, Partner and Claire Virad Canto, Knowledge Lawyer, Linklaters
• The Consumer Protection Act: Has the regulatory net been cast too widely?
  Vaidya Nathan, CEO, Quantum Phinance