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

A-Team Insight Blogs

Reval Aims to Serve as Trade Repository for OTC Derivatives

Subscribe to our newsletter

In an effort to aid its corporate clients as well as the Obama administration’s plans to bring transparency to the US$592 trillion OTC derivatives market, Reval, a global provider of derivative risk management and hedge accounting solutions, has announced its intent to serve as a trade repository for OTC derivatives used by corporate end users.

According to the US administration’s white paper on Financial Regulatory Reform released on 22 June, all OTC derivatives are to be recorded in a trade repository for regulators to monitor systemic risk, gain transparency and efficiency, control market manipulation and ensure that derivatives are sold properly. “All” OTC derivatives include those used by companies to hedge business exposure to fluctuating interest rates, foreign exchange rates and commodity prices.

“Since its inception a decade ago, Reval has specialised in helping companies value and effectively account for derivative products used to hedge business risk,” says Reval CEO and co-founder Jiro Okochi. “We are already, in fact, a trade repository for corporate end users of OTC derivatives. With our ability to book, manage risk, value and account for derivatives across all asset classes, we have the technology and expertise today to help clients comply with whatever may become law and to help regulators obtain the reports they will require. Whether the idea of a trade repository takes the form of a sole repository or multiple repositories, Reval will certainly have a role to play in assisting its corporate clientele and the government.”

According to Okochi, in order to support the objectives of the proposed reform, a repository “should be able to book a multitude of standardised or customised transactions and be able to report on, among other things, open positions, fair values, total exposure by counterparty, notional volumes, and any new margin or capital requirements.”

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Mastering Data Lineage for Risk, Compliance, and AI Governance

18 June 2025 10:00am ET | 3:00pm London | 4:00pm CET Duration: 50 Minutes Financial institutions are under increasing pressure to ensure data transparency, regulatory compliance, and AI governance. Yet many struggle with fragmented data landscapes, poor lineage tracking and compliance gaps. This webinar will explore how enterprise-grade data lineage can help capital markets participants...

BLOG

Modern Data Landscape Comes Under Scrutiny at Data Management Summit London

From data products and marketplaces to the new challenges of regulatory compliance and the latest thinking on unstructured data, A-Team Group’s Data Management Summit London 2025 took in the full breadth of topics that chief data officers and their teams are dealing with daily. With a line up of C-suite executives and expert speakers from...

EVENT

RegTech Summit London

Now in its 9th year, the RegTech Summit in London will bring together the RegTech ecosystem to explore how the European capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

AI in Capital Markets: Practical Insight for a Transforming Industry – Free Handbook

AI is no longer on the horizon – it’s embedded in the infrastructure of modern capital markets. But separating real impact from inflated promises requires a grounded, practical understanding. The AI in Capital Markets Handbook 2025 provides exactly that. Designed for data-driven professionals across the trade life-cycle, compliance, infrastructure, and strategy, this handbook goes beyond...