Towards two-way CSAs
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Credit risk articles
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.