Collateral use to become latest stage in RMB internationalisation process
Fourteen banks had net exposure to Italy in EU tests, implying huge funding costs
Industry achievements over past year rewarded
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 Collateral articles
Enough collateral in the system for now – but this will change
Real money firms have enough collateral to stick with swaps, buy-side exec argues
US move from T+3 to T+2 next in sights, says DTCC
Sponsored feature: Northern Trust
Bank withdrawals from commodity trading fail to dent enthusiasm
Huge buffer set tongues wagging, but has shrunk dramatically in past three months
Regulatory changes are increasing the importance of collateral agreements and credit issues in over-the-counter derivatives transactions. This paper considers the nature of derivatives collateral agreements...
Growth in assets under custody gains momentum in past year
New proposal exempts non-financial end-users from margin requirement
Volume 2, Issue 4 (2014)
Volume 2, Issue 4, 2014
Lower trading costs could tempt funds, managers and dealers
Major CCPs part of profit-maximising, exchange-owned entities
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.