Credit support annex (CSA)
New methodology could ease swap replacement headaches
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Credit support annex (CSA) articles
Higher discount rate can cut payouts to in-the-money clients by millions
Collateral use to become latest stage in RMB internationalisation process
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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
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