Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – allowing counterparties to post collateral in multiple currencies and assets – have pushed the...
Banco de España chose not to report Santander’s sovereign derivatives exposure to the EBA because it was 'not material'
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
LCH.Clearnet's then-chief executive, Roger Liddell, knew what he was doing when he told Risk in April last year that the margin standards being used by one of the firm’s rivals were “bordering on reckless” (Risk May 2010, page 9). With regulators...
Uncollateralised trades will consume up to four times more capital under Basel III, dealers say. If that translates into a similar jump in pricing, corporates believe they may have to hedge less. Michael Watt reports
Basel III has forced banks across the globe to look closely at how they price counterparty credit risk in derivatives trades. But some South African banks appear not to be charging for it rigorously, leading to complaints from those that are. By Matt...
Post-crisis reforms will reduce leverage and squeeze returns, but JP Morgan’s Daniel Pinto is worried about two strands of regulation in particular, he tells Duncan Wood – margin for uncleared trades and the Volcker rule
The extraterritorial application of US uncleared margin proposals will make it tough for US banks to compete with their foreign counterparts unless the proposals are copied by regulators elsewhere. That’s not going to happen quickly, if at all. By Matt...
Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – in other words, those that allow counterparties to post collateral in multiple currencies and assets – have pushed the industry to develop a new...
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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