Collateral convexity complexity

Collateral convexity complexity

forex dice

One of the more persistent after-effects of the market dislocations of recent years has been the significant widening of basis spreads, which has in turn resulted in greater variability in the rates of return on collateral posted in different currencies. Combined with the recognition of the central role that collateral plays in the structure of a trade, this has led to the gradual adoption of a new approach to discounting. But its increased complexity has not been simultaneously matched by a

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 or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a 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