New regulation will require more derivatives participants to post more collateral than ever before. In this video interview, David Little of Calypso discusses some of the implications
Source: Risk magazine
| 27 Nov 2012
Categories: Credit Risk
Topics: European Market Infrastructure Regulation (Emir), Dodd-Frank Act, Basel III, Margin, Collateral, Video
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Has the industry got FVA wrong?
Three quants claim the standard approach to FVA is flawed and the resulting numbers are often much too high (see www.risk.net/2402050 and www.risk.net/2392762). Their views have some support, but what do you think?
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