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
Credit derivatives house of the year: Credit Suisse
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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Interest rate derivatives house of the year: Goldman Sachs
Last year was a landmark for the derivatives reforms laid out by the Group of 20 nations in 2009, with clearing, trading and reporting rules all coming online in the US. But it was also just the sta...
Handicapped by tighter regulations, banks have ceded derivative market-making share to oil majors such as BP and Shell
Operational risks, funding valuation adjustment and the money made by one dealer in the early days of OIS discounting – the top stories of the year on Risk.net
Execution agreements that have taken years of work cannot be used on Sefs - and a big change is needed if they are to survive at all
News will "come as a surprise" to market participants - and also the UK's FCA, which has misinterpreted Esma rules on its website
Overproduction and resulting lower prices could spur development of nascent sector
Quotes of the quarter
ABC of SEFs
Market is too concentrated to cope with a default, participants warn
Forward views: Senior Asia dealers give 2014 outlook
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.