Cash collateral can only reduce derivatives exposure if it matches the currency of the underlying swap, threatening existing CSAs and even the new standard CSA
An expected rise in interest rates will leave many entities facing hefty collateral calls, potentially creating a liquidity squeeze. Goldman Sachs has worked to help clients deal with this potential problem...
A growing number of policy-makers believe the too-big-to-fail problem is now a thing of the past in the US. But with key details on how the resolution mechanism will work still unclear, some believe that...
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
More Matt Cameron articles
Regulators have increasingly been pushing for less reliance on bank internal models, but Osfi’s deputy superintendent of the regulation sector, Mark Zelmer, thinks internal models have a place
FDIC's single-point-of-entry method applauded but concerns still linger
Market is too concentrated to cope with a default, participants warn
Banks want their liquidity reserves to be fenced off from their equity capital numbers, but a clash between regulation and accounting is making that tough. New IASB board member, Sue Lloyd, offers the accountant's take. By Matt Cameron
As interest rates rise, big fixed-rate receivers such as pension funds will all slide out-of-the-money at the same time, potentially triggering huge margin calls. Some are already trying to soften the blow, rather than relying on a repo market that could...
Asset managers call on regulators to amend Ucits rules
Canadian regulator wants its banks to compete on same terms as US rivals
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014