Credit support annex (csa)
Vladimir Piterbarg talks about his new article published in the Cutting Edge section of Risk magazine
Standard theory assumes traders can lend and borrow at a risk-free rate, ignoring the intricacies of the repo and collateralisation markets. Here, Vladimir Piterbarg shows that these force adjustments...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Credit support annex (csa) articles
An agreement that is used to determine the parameters for a bilateral margining agreement It is usually an annex to an International Swaps and Derivatives Association (ISDA) Master Agreement. * see also International Swaps and Derivatives Association...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
USA, 9th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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