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....
Banks in Asia-Pacific complain about dollar dominance in new standard CSA – prompting Isda to rethink its plans
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Collateral articles
Omnibus structure meant clearing clients of MF Global outside the US were asked to double up on collateral payments. Use of the structure for OTC markets is now in doubt
Asset-backed credit support could be a viable option for energy producers wishing to better utilise the value of their assets to manage collateral obligations under hedge transactions, write Chad Mills, Chris Hayes and Jon Hoff
Junk-rated export lender says it has enough reserve liquidity to meet obligations while it is being wound up - but dealers are not convinced
European Central Bank offers central securities depositories (CSDs) financial incentives to sign up to T2S early; governing council gives CSDs until the end of April to agree
Jefferies is suing International Derivatives Clearing Group over claims the central counterparty’s futures contracts would replicate over-the-counter swaps – a case that turns on collateral and margin differences in the cleared and uncleared markets....
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.
Hong Kong, 1st - 31st Dec 2014
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