Cross currency swap
Standard CSA: the dollar dominance dispute
Original headline:
Disputes over the valuation of collateralised derivatives trades have pushed the industry to develop a new standard credit support annex. A solution has been proposed – but some Asian and Australian...
Original headline:
European sovereign debt woes during the past quarter have heightened concerns about counterparty credit risk and led to a funding squeeze in arguably Asia’s most important currency – the US dollar....
Original headline:
The credit value adjustment that crystallises counterparty risk in a derivatives price is generally thought of as an upfront payment, but could equally well be converted into a running premium in appropriate...
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More Cross currency swap articles
Standard CSA: Industry's solution to novation bottleneck gets nearer
Original headline:
Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – allowing counterparties to post collateral in multiple currencies and assets – have pushed the industry to develop a new standard CSA. Progress...
Standard CSA: Industry's solution to novation bottleneck gets nearer
Original headline:
Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – in other words, those that allow counterparties to post collateral in multiple currencies and assets – have pushed the industry to develop a new...
Regulators move to limit derivatives-supported debt in Asia
Original headline:
Identifying diverse funding sources and managing the associated market risks have become top priorities for Asia Pacific treasury managers who saw worst-case liquidity conditions realised during the global financial crisis. While cross-border activity...
StanChart bests the rest for coporates derivatives in Asia
Original headline:
Corporates operating in the Asia-Pacific region have faced dramatic increases in many domestic currencies versus the US dollar, and large disparities between domestic and developed world interest rates during the past 12 months. Against this backdrop...
Eurostat continues to deny knowledge of Greece-Goldman swaps
Published online only
Statistics body insists it only found out about the controversial cross-currency swaps between Greece and Goldman Sachs in 2010
China gives the go-ahead to forex options and cross-currency swaps
Original headline:
China permitted the trading of onshore cross-currency swaps by end-users in March and the purchase of forex options by corporates in April. Market participants see the move as part of a gradual expansion of hedging instruments being made available in...
BoAML debuts cross-currency swap with corporate onshore in China
Published online only
Bank of America Merrill Lynch has conducted what is believed to be the first currency swap in China with a corporate client after Safe gave the green light for such transactions to start trading on March 1.
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