Credit support annex (CSA)
Higher discount rate can cut payouts to in-the-money clients by millions
Collateral use to become latest stage in RMB internationalisation process
Fourteen banks had net exposure to Italy in EU tests, implying huge funding costs
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Credit support annex (CSA) articles
Collateral posters should pay when rates are negative, US banks believe
Traders fear swap market will be split by 0% floor disputes
Two-thirds of respondents say clearing will increase the cost of derivatives trades by up to 5%
US would have benefited from pragmatic European approach
Taiwan's regulator warns banks about structured hedges
Regulator warns banks on structured currency trades as renminbi hits 18-month lows
European regulators confirm haircut will apply to both initial and variation margin
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.