With just one year to go until the end-2012 deadline set by the Group of 20 (G-20) nations for all standardised over-the-counter derivatives to be cleared, a number of uncertainties remain – not least,...
Changes should be seen as opportunities to improve your business, says an optimistic Gene Álvarez, global head of operational risk for securities lending at JP Morgan Chase
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.
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Disputes over the valuation of collateralised derivatives trades have pushed the industry to develop a new standard credit support annex. A solution has been proposed – but some Asian and Australian banks have raised concerns about the dominant role...
Disputes over the valuation of collateralised derivatives trades have pushed the industry to develop a new standard credit support annex. A solution has been proposed – but some Asian banks have raised concerns about the dominant role given to the US...
New report calls for debt offices to weigh the pros and cons of two-way collateral and clearing
Writing to the Commodity Futures Trading Commission (CFTC) in November 2010, the general counsel of MF Global highlighted what the firm saw as a key risk in the shift to central clearing for over-the-counter derivatives – the danger that smaller firms...
Banks are gearing up to meet strict new Basel III rules on counterparty credit risk, including a new charge for credit value adjustment, as well as the Basel 2.5 package of market risk capital amendments. At the same time, firms are thinking ahead to...
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
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