Credit support annex (CSA)
Collateral use to become latest stage in RMB internationalisation process
Fourteen banks had net exposure to Italy in EU tests, implying huge funding costs
Collateral posters should pay when rates are negative, US banks believe
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Credit support annex (CSA) articles
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.