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It is good to see methods routinely used in collateral trade matching found their way to close to real time exchange trade matching … though the former is a pro

• lpage 5y ago
  The notional values in compression cycles are insane, and we're interested in the post-trade space as well. The optimizations done on the post-trade and funding side aren't combinatorial auctions, resulting in efficiency loss and poses workflow challenges, especially for swap and CDS traders. That said, the opportunity for driving actual portfolio gains and not "just" minimizing counterparty and systemic risk is more significant on the pre-trade side.