Stefan Winter, chairman of the board of directors of the Association of Foreign Banks in Germany (VAB), asks how new regulation affects the future of collateral management
Asset managers call on regulators to amend Ucits rules
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.
More Collateral articles
US regulatory concerns about liquidity of government securities collateral could be resolved by access to the Fed’s discount window, CCP officials say
Derivatives dealers are starting to voluntarily post initial margin to each other, in an attempt to reduce the capital they hold for derivatives counterparty risk. The savings can be significant, but some observers are worried about the liquidity of the...
There is a magic number in bank capital rules – 5,000 trades – below which portfolios qualify for a lower margin period of risk. Some dealers are now trying to cut their books down to size. Others claim that’s impossible. Joe Rennison reports
Values of derivatives contracts for which there is a choice of asset to post as collateral have been shown to depend on the instantaneous interest rates these assets return. However, the models developed so far assumed perfect substitution. In reality,...
New liquidity paradigm caused by regulatory constraints is "here to stay", says BlackRock trading chief
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
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
Updating your subscription status
Risk iPad and iPhone Apps