Credit support annex (csa)
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...
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
Latest proposal extends number of silos from five to 17, mirroring approach taken by LCH.Clearnet
Current methodology to calculate a close-out value following the exercise of a break clause results in inaccuracies, claim dealers
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,...
Regulators must adopt a calibrated approach to mandated collateral so that short-dated FX swaps and forwards are not caught up in the rules unnecessarily, argue market participants
The costs of transacting swaps with one-way CSAs mean more debt offices could join Hungary, Ireland, Portugal and Sweden
Dealers have been busy war-gaming eurozone break-up scenarios in recent months. But one of the most complex, and uncertain, areas is what would happen to derivatives contracts in the event one or more member states leave the eurozone. By Matt Cameron...
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
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
UK, 25th - 26th Feb 2014
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