Robust hedging of withdrawal guarantees
Mixed Q2 results for monoline insurers have raised fresh worries about their prospects. Ambac and Assured Guaranty have announced huge losses, and, although MBIA recorded a gain, analysts predict the...
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In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.