Credit support annex (csa)
Collateral posters should pay when rates are negative, US banks believe
Traders fear swap market will be split by 0% floor disputes
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Credit support annex (csa) articles
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
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.