Choice of collateral currency
Choice of collateral currency
Collateralisation in the over-the-counter market has grown rapidly in the past decade. According to the International Swaps and Derivatives Association (2009 and 2010), about 70% of all OTC trades were collateralised at the end of 2009, compared with only 30% in 2003. Stringent collateral management will also be a crucial issue for successful installation of central clearing houses.
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Choice of collateral currency
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