Credit exposure is defined as the amount that would be lost if the borrower or counterparty were to default, with no recovery from the subsequent liquidation. This exposure is traditionally measured independently...
An amendment to the International Swaps and Derivatives Association's collateral dispute resolution protocol, delivered to the Federal Reserve Bank of New York on September 30, answers many of the concerns...
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More Collateral articles
Regulatory attempts to reduce systemic risk within the financial sector should not extend to non-financial sector companies, according to the London-based Association of Corporate Treasurers (ACT).
Legal battles over a series of collapsed structured finance transactions in which a subsidiary of Lehman Brothers was the swap counterparty could produce divergent opinions from US and English court...
Airlines with fleets of unencumbered aircraft are starting to use them instead of cash as collateral required for large margin calls in derivatives trades, such as fuel hedges.
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.