About a-team Marketing Services
The knowledge platform for the financial technology industry

A-Team Insight Blogs

BNY Mellon Launches New Service to Manage Derivatives Transactions

Subscribe to our newsletter

The Bank of New York Mellon has introduced Derivatives360, an integrated investment servicing lifecycle solution to help clients efficiently execute and manage derivatives transactions. According to the bank, Derivatives360’s flexible modular design allows clients to select some or all of the components offered by the new platform, allowing them to focus resources and management time on their core activities.

Tim Keaney, chairman of Europe and head of global client management at Bank of New York Mellon and co-CEO of BNY Mellon Asset Servicing, says: “Derivatives360 leverages the Bank of New York Mellon’s existing expertise, sophistication and experience around derivatives processing and settlement to provide end to end support and transparency, before, during and after a trade. As such it reinforces our longstanding commitment to providing our clients with simple solutions for complex problems.”

Clients are today looking to outsource derivative functions historically handled in-house for a number of reasons, including credit considerations, product complexity, the high investment costs associated with specialist systems, a shortage of high calibre staff, stronger regulation and the wider industry drive towards standardisation.

Whether clients are using derivatives as a hedging tool or as a separate investment strategy, Derivatives360 offers a broad array of services for issuers and investors around the execution and processing of derivatives. These include: trading and execution, middle and back office outsourcing, collateral management, accounting and recordkeeping, reporting and performance and risk analytics.

Derivatives360 also encompasses the following outsourced services: OTC trade affirmation and confirmation, trade settlement, independent valuation, counterparty and investment manager reconciliation, collateral management, lifecycle event management and futures margin management.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: The Data Office at a Crossroads — AI Governance, Organisational Design, and the Evolving Mandate of the CDO

Date: 28 July 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Who owns AI governance in a capital markets firm – and is the Data Office structured to bear that weight? These questions sit at the heart of A-Team Research’s latest findings, presented here for the first time: the combined...

BLOG

MCPs in Data Management: Bringing New Order to Private Markets

Financial institutions have begun deploying Model Context Protocols (MCPs) as they have expanded the use of artificial intelligence applications and agents. The technology developed by Anthropic is an open-source contextual layer that helps coordinate models and data, enabling AI applications to connect with a multitude of other platforms and processes. In the first of a...

EVENT

Data Management Summit London

Now in its 16th year, the Data Management Summit (DMS) in London brings together the European capital markets enterprise data management community, to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

The DORA Implementation Playbook: A Practitioner’s Guide to Demonstrating Resilience Beyond the Deadline

The Digital Operational Resilience Act (DORA) has fundamentally reshaped the European Union’s financial regulatory landscape, with its full application beginning on January 17, 2025. This regulation goes beyond traditional risk management, explicitly acknowledging that digital incidents can threaten the stability of the entire financial system. As the deadline has passed, the focus is now shifting...