Credit support annex (csa)
Proposed US rules might require changes to standardised global derivatives agreement
The shift from bilateral to centrally cleared trades will be a huge wrench for derivatives users. Many have been desperate to understand, prepare for or influence what is an unprecedented change for the...
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
High thresholds would reduce credit and funding benefits of two-way CSAs for banks, DSTA head says
Investors have become more aware about the security of collateral since the collapse of Lehman Brothers. A number of hedge funds are now insisting margin posted on derivatives trades is not rehypothecated – a trend that could drive up costs. By Christopher...
Nearly three months on from the enactment of the Dodd-Frank Wall Street Reform and Consumer Protection Act, market participants are still poring over the legislation, trying to make sense of how it will affect them. It’s a huge job – because it carries...
European sovereigns are tentatively moving towards two-way credit support annex agreements, but US municipalities are proving to be much more resistant to posting collateral on derivatives trades. The result is a credit and funding headache for their...
Government agency looks to alleviate funding costs for bank counterparties in swaps transactions.
As the basis between Libor and overnight index swap rates ballooned during the credit crisis, banks were forced to reassess methods for pricing collateralised and uncollateralised derivatives trades. The result is a move towards a new market standard...
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, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
Updating your subscription status
Risk iPad and iPhone Apps