Pending 2014 budget would allow Finanzagentur to post up to €8 billion in collateral
Federal Reserve proposals limiting counterparty risk could put RBS and the UK government in one pot – potentially forcing US banks to cut exposure to both
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Sovereign counterparty articles
BoE thought to be the first major central bank to change policy on collateralisation as it seeks to reduce dealer funding charges
Link-up will allow institutional fixed-income investors to apply ESG investment strategies to their bond portfolios
The latest council draft adds a CVA capital charge exemption for sovereign derivatives transactions – potentially removing one of the big unintended consequences of CRD IV, participants say
The costs of transacting swaps with one-way CSAs mean more debt offices could join Hungary, Ireland, Portugal and Sweden
European capital rules could squash CVA feedback loop
New report calls for debt offices to weigh the pros and cons of two-way collateral and clearing
Chair of European Parliament's Econ committee believes CRD IV should mirror Emir corporate exemptions, but has not yet decided whether sovereign counterparties should enjoy the same benefit
Banco de España chose not to report Santander’s sovereign derivatives exposure to the EBA because it was 'not material'
The NTMA follows Portugal's debt office in adopting two-way collateralisation - but unlike Portugal it appears it will have to post cash
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
More than two-thirds of respondents think the long arm of Dodd-Frank will put US banks at a competitive disadvantage
US banks may lose sovereign clients over Dodd-Frank margin posting rules
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.