Regulations impose idiosyncratic capital and funding costs for holding derivatives. Idiosyncratic costs mean that no single measure makes derivatives martingales for all market participants. Chris K...
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 Funding articles
Interest rate derivatives house of the year: Goldman Sachs
Cheaper swaps prices have convinced two more DMOs to sign collateral agreements
It’s no surprise to find that Société Générale Corporate & Investment Banking (SG CIB) was involved in a large, long-dated equity repo transaction with a US bank last year. What is more surprising...
Liquidity hedge plan was shelved after Risk article generated criticism. Now it's back, but as an exchange-traded fund
The intra-day funding burden
No going back from FVA, says Imperial College professor – and other speakers at the conference agreed
The FVA debate continues
The recent financial crisis has shown that liquidity risk is far more important and intricate than regulators had previously acknowledged. The shift from bank-based to market-based financial systems and...
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.