Dealers claim to be losing trades because smaller rivals are mispricing
The pros and cons of obtaining diversification through multiple counterparties
Shane Worner, senior economist at Iosco, warns of excessive leverage in the system
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Collateralisation articles
Hinde Capital long-short strategy at the heart of new LSE-listed ETN
Hedge fund clients of Barclays can use the bank's own margin calculator to construct their portfolios - while the bank uses it to manage net counterparty exposures. Both sides benefit
Speaking at Sifma AGM, former US president says OTC market should have been forced into collateralised regime before 2008 crisis
The collateral currency convexity conundrum
Don't fear the repo
Third-party solutions increasingly sought by firms seeking reinsurance and retrocession
As 2012 drew to a close, Goldman Sachs was involved in the first trades using the new standardised credit support annex (CSA), a document that had been in the works for two years. That was entirely appropriate....
Turning borders into barriers
BoE thought to be the first major central bank to change policy on collateralisation as it seeks to reduce dealer funding charges
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.