Swap Execution Facilities (SEF): Price Aggregators?

Interesting reading around Autobahn:

Dodd-Frank caused Deutsche to look at reinventing its Autobahn platform as a Sef – but dealers now see a future for their platforms as price aggregators

Read more: http://www.risk.net/risk-magazine/news/2071624/deutsche-considered-autobahn-spin-bid-sef-status#ixzz1O46R2N5N
Risk.net – Financial risk management news and analysis. Take a 1 month free trial to Risk now!

On the subject of Swap Execution Facilities (SEF), there is also the new FIX working group with the usual sell-side suspects: BofA Merrill Lynch, Barclays Capital, Credit Suisse, Deutsche Bank, Goldman Sachs, JP Morgan Chase, Morgan Stanley, Royal Bank of Scotland, Société Générale, UBS.


~ by mdavey on June 1, 2011.

One Response to “Swap Execution Facilities (SEF): Price Aggregators?”

  1. HI Matt,

    Good succinct post.

    We both know, banks are highly innovative, and SDPs should be positioned as ‘relationship channels of choice’, through which clients manage risk. Accessing liquidity provided either by the bank as a risk price, or routed to exchange, or under Dodd Frank and where mandated, routed through to a SEF.

    We are currently running a Poll, which asks whether Single Dealer Platforms should provide SEF routing capabilities – your vote would be appreciated!

    SEF Poll: http://singledealerplatforms.wordpress.com/2011/06/01/should-single-dealer-platforms-provide-sef-routing-capabilities-new-poll-vote-now/

    All the best,



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