Collateral requirements decreasing

The five largest interdealer exposures for the top 10 dealers averaged 10% of net derivatives exposure in 2006, compared with 14.5% in 2003, according to a recent Isda analysis of credit expposures among the largest derivatives dealers.

Once collateral was taken into account, the net exposure figure dropped to 2% in 2006, compared with 1.2% in 2003.

The report also found that the five largest exposures to a non-dealer counterparty - such as Fannie Mae, the World Bank or a hedge fund - among

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: