Sell side losing fight over dirty CSAs, data shows
Risk Benchmarking exercise finds growing buy-side push for collateral flexibility
This article is the first in a series sharing data from our benchmarking of bank XVA practices. Click here to view findings from last year’s exercise.
The sell side of the derivatives market has long agreed that simpler terms are desirable in bilateral trades. It has struggled to convince the buy side, though.
In fact, the second edition of Risk.net’s benchmarking exercise on derivatives valuation
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