Credit support annex (csa)
Government agency looks to alleviate funding costs for bank counterparties in swaps transactions.
More Credit support annex (csa) articles
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 to discounting, forward prices and implied volatilities,...
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...
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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