Credit support annex (csa)
A major split has emerged between dealers over how to price derivatives backed by multi-currency CSAs. Some banks are looking to arbitrage disparities in valuations as a result, causing back-loading of...
Islamic derivatives users are still getting to grips with a new sharia-compliant master agreement, but some argue the market will be stunted without an accompanying collateral document. Lawyers say that...
If regulators are serious about tackling liquidity risk, they should tell sovereigns to start posting collateral on their derivatives trades, dealers argue – the current one-way agreements leave banks...
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
Swedish debt figures set to grow by Skr15 billion as country falls in line with EU guidelines on collateral reporting - Belgium resisting two-way CSA over possible debt impact
Derivatives market set for shake-up as confusion over how to price multi-currency CSA trades drives a push towards a standardised collateral agreement
Life is full of little ironies, and this is sometimes – very occasionally – true of the derivatives markets too. To give an example: politicians, central banks and regulators are pushing for banks to clear over-the-counter derivatives through central...
If regulators are serious about tackling liquidity risk, they should tell sovereigns to start posting collateral on their derivatives trades, dealers argue – the current one-way agreements leave banks with tens of billions of dollars in volatile funding...
The Bank of New York Mellon (BNY Mellon) is currently the only financial institution in the US with a triple A rating from Moody’s. With the firm’s representatives actively engaged in industry and public policy forums, as well as advising regulators,...
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
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