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.
More Collateral articles
The Financial Services Authority (FSA) has started investigating how large investment banks manage their collateral, fearing they may not be ready for a sudden market downturn.
Modelling counterparty credit exposure for credit derivatives is more complicated than for non-credit products, since the reference credit and counterparty can exhibit positive default correlation. ...
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.