Cross currency swap
Credit charges have dropped to pre-crisis levels, says consulting firm's CEO
Dealers found a way to protect some cross-currency swaps from heavy new capital requirements last year, by adding foreign exchange options into the structure – but the powers of the technique are ...
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Cross currency swap articles
With long-term bonds in short supply and falling interest rates putting pressure on earnings, Asian insurers are considering giving up on asset-liability matching in order to chase yield. Blake Ev...
Ultra-low rates forcing companies to shift focus from asset-liability matching
Returns for hedging via long-term cross-currency swaps are attractive, but few are able to do so because of the lack of credit support annexes in place
Current treatment of initial margin on uncleared swaps will cost Australian banks $21 billion
A major change is needed to correct new hedge accounting rules, which could restrict derivatives use by Asian firms hedging their foreign currency exposures
The SPV swap replacement game
Turning borders into barriers
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.