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
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Collateral articles
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
Eurex's Singapore CCP finds favour with market, CME less so
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.