Credit support annex (csa)
Dealers pitch loan format for swaps as CVA dodge
Published online only
Source: Risk magazine
Banks are offering to replicate the economics of OTC swaps in loan format - avoiding new capital and clearing rules
Published online only
Source: Risk magazine
Trouble in the eurozone is increasing collateral in over-the-counter derivatives market, according to Isda
Original headline:
Source: Risk magazine
To mark the 27th Isda annual general meeting, we consider some of the key regulatory challenges facing market participants – clearing across borders, the extra-territorial implications of Dodd-Frank,...
Worried about regulation?
Read in-depth analysis of top regulatory issues today!
Find the information you need in articles from across Risk.net on Basel III, the Dodd-Frank Act, and Solvency II.
More Credit support annex (csa) articles
A turning tide for two-way CSAs?
Original headline:
Source: Risk magazine
Sovereign derivatives users have historically refused to post collateral, but this is creating huge funding and capital obligations for banks. Higher prices have forced some sovereigns to change tack – and others may be about to follow suit. By Matt...
Cutting complexity with a new standard CSA
Original headline:
Source: Risk magazine
A new standard credit support annex will be launched within months and is meant to curtail disputes over the valuation of collateralised derivatives trades. But only a handful of firms are expected to adopt the document in its first phase. By Nick Sawyer...
Italy could face more swap terminations
Published online only
Source: Risk magazine
Italian politicians claim Morgan Stanley's swap termination in January will be a one-off - but dealers say Italy's debt office is subject to other clauses that could have the same effect
BlackRock tries to renegotiate 'dirty CSAs'
Published online only
Source: Risk magazine
Asset manager seeking to remove collateral optionality - and pricing divergence - from thousands of CSAs
Isda working group close to finalising standard CSA
Published online only
Source: Risk magazine
Latest proposal extends number of silos from five to 17, mirroring approach taken by LCH.Clearnet
Dealers call for revised language on break clause close-outs
Published online only
Source: Risk magazine
Current methodology to calculate a close-out value following the exercise of a break clause results in inaccuracies, claim dealers
More sovereigns edge towards two-way CSAs - and clearing
Original headline:
Source: Risk magazine
The vast majority of over-the-counter trades will be cleared or collateralised in future – but sovereign derivatives users have been digging their heels in, generating increasingly painful funding and capital obligations for dealers. Quietly, though,...
Forgot your Risk.net password?
Renew your password now!
Make sure you don't miss a day of Risk.net's essential content. Refresh your password today online!
Related conferences
-
Risk & Return Brasil
Brazil, 30th May 2012
-
Risk & Return Brazil
Brazil, 30th May 2012
-
CRO Forum Asia 2012
Singapore, 30th - 31st May 2012
-
FX Week China 2012 - CN
China, 12th Jun 2012
-
Risk & Return Canada
Canada, 20th Jun 2012
Related training
-
Nexus-Risk Training
USA, 26th Oct 2012
-
Operational Risk Management for Energy Companies
UK, 29th - 30th May 2012
-
CVA & DVA risk and return strategies
UK, 18th Jun 2012
-
Central Clearing in Canada: 2012 and Beyond
Canada, 22nd Jun 2012
-
CVA & DVA risk and return strategies
USA, 22nd Jun 2012
Updating your subscription status 
Email alerts
Weekly poll
Technology white papers
Related Jobs
