Collateral risk management
Eurex to offer full segregation in March launch of OTC clearing
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Eurex Clearing plans to be the first OTC clearer to offer full segregation of collateral when it launches in March - demand has risen since MF Global collapse
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Disputes over the valuation of collateralised derivatives trades have pushed the industry to develop a new standard credit support annex. A solution has been proposed – but some Asian banks have raised...
Original headline:
Writing to the Commodity Futures Trading Commission (CFTC) in November 2010, the general counsel of MF Global highlighted what the firm saw as a key risk in the shift to central clearing for over-the-counter...
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More Collateral risk management articles
New standard CSA too dollar-centric, say Asian banks
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Banks in Asia-Pacific complain about dollar dominance in new standard CSA – prompting Isda to rethink its plans
MF Global: non-US clients caught in cross-border collateral trap
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Omnibus structure meant clearing clients of MF Global outside the US were asked to double up on collateral payments. Use of the structure for OTC markets is now in doubt
Is asset-backed credit support an option for energy firms?
Original headline:
Asset-backed credit support could be a viable option for energy producers wishing to better utilise the value of their assets to manage collateral obligations under hedge transactions, write Chad Mills, Chris Hayes and Jon Hoff
ECB offers CSDs financial incentives for early T2S adoption
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European Central Bank offers central securities depositories (CSDs) financial incentives to sign up to T2S early; governing council gives CSDs until the end of April to agree
Banque de France outsources collateral management
Published online only
French central bank agrees collateral management deal with Euroclear France; entire French banking community will use new system next year
Asia Risk Congress 2011: CCP users need tactical collateral planning...
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The increasing need for liquid, high grade assets under Basel III capital requirements will likely squeeze liquidity in the types of eligible collateral required by central counterparty (CCP) clearings, meaning end-users of CCPs need to tactically plan...
Standard CSA: Industry's solution to novation bottleneck gets nearer
Original headline:
Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – allowing counterparties to post collateral in multiple currencies and assets – have pushed the industry to develop a new standard CSA. Progress...
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