Collateral transformation facilities being lined up but are not being used
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.
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Insurers are under increasing pressure to plan access to collateral
Join our study of approaches to central clearing from insurers
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Corporates lag other participants; less than a third collateralising
Sponsored roundtable: BNY Mellon
Dealers access JGB pools for collateral upgrade trades – with Australian and Singapore dollar deals on the horizon
No regulatory focus on emerging Japan liquidity swaps market
Insurance Risk’s second collateral management survey in conjunction with BNY Mellon finds more insurers are taking steps to prepare for new derivatives regulation, but concerns about collateral av...
Wide-ranging changes to the the OTC derivatives market are leading insurers to upgrade their collateral management systems, often quite substantially. But the complex requirements and computational ...
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.