Smart Derivative Contract Clearing

The Over-the-Counter (OTC) derivative market has a staggering gross notional of a 600trillion USD and is the cornerstone of global finance. Yet, it is riddled with inefficiencies:

High Costs

Bilateral OTC trades have 100 trillion USD gross notional and come with exorbitant funding and capital costs. These costs are often passed down to customers, impacting both them and the broader economy.

For banks, the cost of capital is a limiting factor as every trade uses capital, but the business only has a finite amount of capital to deploy.

Operational Inefficiencies

Non-cleared OTC transactions face large initial margin requirements making them expensive to fund.  This is leading to financial institutions reducing their use of the instrument resulting in an increase in systemic financial volatility.

Systemic Risks

Central Counterparty Clearing Houses (CCPs) became significant after the 2008 financial crisis and were meant to stop it happening again. However, concentration to CCPs has increased to uncomfortable levels making them the new ‘too big to fail’ entities, posing a significant risk to the global financial system.

Lack of Innovation

Despite the vastness of the market, there has been limited innovation to address these challenges leaving a gap for a solution that is both efficient and secure.

 
Smart Derivative Contract Clearing (SDCC) provides a solution to the above, with a vision to transform the OTC derivative landscape through the Smart Derivative Contract (SDC), reducing costs, mitigating risks, and pioneering a new era of financial transactions.

Landscape

Current Market Dynamics

CCPs

handle 75% of the OTC derivative IRS market. While they mitigate counterparty risk, they introduce systemic risks as potential 'too big to fail' entities.

Bilateral Agreements

account for 15% of the market. These come with high initial margin requirements.

SDCC's Unique Positioning

Cost Efficiency

SDCC, with its intra-day and immediate settlement, drastically reduces margin costs.

Risk Mitigation

According to OTC un-cleared margin rules e.g. EBA‘s RTS on InitialMargin Model Validation.

Regulatory Backing

SDCC's initiatives have the support of key regulators such as BaFin and ESMA.

Key Competitors and Their Offerings

Major CCPs such as LCH, Eurex Clearing, CME, ICE Clear and JSCC dominate the cleared OTC market. While they offer risk mitigation, they introduce systemic vulnerabilities.

The Bilateral (non-cleared) OTC Derivative Market represents a significant portion of the market but comes with higher costs (e.g., ISDA SIMM). The SDCC model is in line with upcoming EU legislation.

Why Choose SDCC?

SDCC’s Investment

Innovation

Pioneering a product of over 3 years of development, leading to productive trades and regulatory reporting compliance in Germany, ready to redefine the OTC landscape on an international level.

Experience

A team with over 100 years of combined experience in the banking sector, equipped to drive market transformation.

Regulatory Compliance and Approval

The Challenge

The OTC market is heavily regulated. Staying compliant requires significant effort.

SDCC's Advantage

With initiatives like the SDCC Sandbox acting under strict regulatory audit, SDCC has a head start in navigating the regulatory landscape. We are a member of ISDA, being active in five working groups such as EMIR/CFTC.

Trust and Credibility in the Financial Sector

The Challenge

Financial institutions are wary of new entrants, especially in a sector where trust is paramount.

SDCC's Advantage

SDCs were successfully executed in production in 2021 and 2022 to bolster SDCC's credibility. That aside, SDCC is acting as an independent, unbiased third party that has no interest itself in competing with any of its main clients (e.g. banks). The usage of Blockchain technology enables transparency for participants and regulators alike.

Network Effects & Partnerships

The Challenge

The value increases with more participants. Attracting a critical mass is challenging.

SDCC's Advantage

SDCC's existing partnerships, including DTCC, combined with a consortium of banks supporting our Sandbox initiative provide a strong foundation to build upon.

Similar offerings in the un-cleared space by the London Clearing House

The Challenge

A similar offering is available by LCH Swap Agent.

SDCC's Advantage

More cost effective (lower Initial Margin requirements), more flexibility on OTC contract definitions, in-line with upcoming regulatory demands (in particular, the EU’s post-Brexit clearing rules), more transparency to regulators by using the latest technology such as cloud services and Blockchain.

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