Dealers will be able to cross-margin interest rate swaps, and eurodollar and Treasury futures, from May
US regulations on mandatory clearing and uncleared margin could put US dealers at a competitive disadvantage in Europe, says EIB
Counterparties will have to post variation margin on uncleared trades – but questions remain over which firms will have to post and collect initial margin
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Credit risk articles
The latest council draft adds a CVA capital charge exemption for sovereign derivatives transactions – potentially removing one of the big unintended consequences of CRD IV, participants say
Towards two-way CSAs
Lsoc is 'not fit for futures'
The costs of transacting swaps with one-way CSAs mean more debt offices could join Hungary, Ireland, Portugal and Sweden
Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
Beyond the big three
European capital rules could squash CVA feedback loop
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
The expectation that Standard & Poor’s decision to downgrade France and Austria will have a knock-on impact on the EFSF will not deter further Japanese investment in its bonds, says Japanese offic...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.