Credit support annex (csa)
European authorities are engaging with central counterparties and clearing members to avoid problems associated with the roll-out of clearing in the US, says Kate Wormald, founder and owner of Oesa Partners,...
Derivatives linked to the US dollar-renminbi exchange rate have been successful during the Chinese currency’s four-year rise. But now it is sliding, corporate users are looking at heavy losses and regional...
Dealers fear Taiwanese banks' sales of structured forwards to uncollateralised corporates will create funding burden as renminbi hits 18-month lows
More Credit support annex (csa) articles
European regulators confirm haircut will apply to both initial and variation margin, threatening viability of industry's new standard credit support annex; a replacement is in the works
When collateral can be posted in multiple currencies, pricing even the simplest derivatives involves optionality, which is often tackled numerically. But by conditioning on a risk factor to make variables independent, this can be simplified. Alexandre...
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.
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