Two RBC quants propose a way to value CSAs with more than two currency posting options
Isda CEO criticises clashing rules on bilateral margin
Funds could be subject to CVA charge for period of weeks or months
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Additional costs for end-users if no exemption granted
“Embarrassing … ridiculous”: unnamed regulator lets fly at leverage rules
National conflicts in margin rules can only be fixed via mutual recognition
Risk Derivatives Clearing: in-the-money end-users may have losses on other positions
Secretive group disbanded after dealers realised tech firms had similar plans
Goldman-led dealer consortium stepped aside for middleware and tech firms
ABSTRACT Nonbanks such as central counterparties (CCPs) are a useful lens through which to see how regulators view the role of the lender of last resort (LOLR). This paper explores the avenues that are...
Ill-considered futures trade claims first victim of tighter post-Qingdao financing climate
Collateral transformation facilities being lined up but are not being used
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