About a-team Marketing Services
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: Executing the Migration to Cloud to Enable Scalability and Innovation

Date: 22 September 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Cloud-based services and processing have become essential to financial institutions as their data management demands have become more complex and expansive. Thousands of organisations have made the jump from their limited on-premises tech stacks to the near-infinite scalability opportunities...

BLOG

ace Seeks to Disrupt the Very Idea of ‘Digital’ for Financial Institutions

For more than a decade, financial institutions have been told to go digital. Data strategies have been written, platforms migrated to the cloud, and front-end experiences wrapped in slick apps. But for Niamh Kingsley, founder of ace, that conversation is already out of date. Her new firm, launched in November as a specialist post-digital advisory...

EVENT

TradingTech Summit New York

Our TradingTech Summit in New York is aimed at senior-level decision makers in trading technology, electronic execution, trading architecture and offers a day packed with insight from practitioners and from innovative suppliers happy to share their experiences in dealing with the enterprise challenges facing our marketplace.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...