What are the implications of the potential $2 trillion collateral lockdown from moving the majority of OTC derivatives onto central counterparties (CCPs)?
Two-thirds of respondents think trades with corporates should be exempt from Basel III's CVA capital charge
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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A lot of banks could be downgraded this month – in mid-February, Moody’s Investors Service announced it would review the ratings of 114 European financial institutions and 17 banks with global capital markets businesses. The decisions are expected...
Tough ratings criteria for utility securitisations mean they could be left short of swap counterparties. Utilities are worried they could face downgrades as a result – and potentially be stripped of their licences. Matt Cameron reports
An industry working group is about to publish principles on how to ensure swaps that are subject to a clearing mandate can be guaranteed to clear. But that masks sharp divisions within the industry over which entity should control the process. By Peter...
Trouble in the eurozone is increasing collateral in over-the-counter derivatives market, according to Isda
A Federal Reserve deputy associate director says he is confident regulators will meet a June deadline to draw up a consultation paper on global margin standards for uncleared trades
Sovereign derivatives users have historically refused to post collateral, but this is creating huge funding and capital obligations for banks. Higher prices have forced some sovereigns to change tack – and others may be about to follow suit. By Matt...
A new standard credit support annex will be launched within months and is meant to curtail disputes over the valuation of collateralised derivatives trades. But only a handful of firms are expected to adopt the document in its first phase. By Nick Sawyer...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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