Credit support annex (csa)
FVA could result from asymmetry between cleared and bilateral trades
Two-thirds of respondents say clearing will increase the cost of derivatives trades by up to 5%
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Credit support annex (csa) articles
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
Regulators suggest WGMR haircut will not apply to variation margin, reducing the threat to the viability of the standard CSA
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.