CVA charge will hit sovereign exposures

Adjusting to change

Manoj Bhaskar

Regulators are slowly fine-tuning their approach to the posting of collateral on uncleared swaps. Five US prudential regulators published their proposals on the subject in April, which set out detailed requirements for the calculation, posting and segregation of margin on non-cleared derivatives. The US government is exempt, but foreign sovereigns will be captured by the rules if they trade with a US dealer – creating the possibility that sovereign entities will have to post collateral, in the

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: