Isda AGM: Collateral requirements decreasing

One of the main findings was that the five largest exposures of a top 10 dealer to another dealer –reflecting a gross amount across all asset classes and before taking collateral into account– comprised 10% of net exposures. Collateral reduced the percentage to 2%. Those figures in 2003 were 14.5% and 1.2% respectively, suggesting that less collateral is now being required.

Also, the five largest exposures to a non-dealer counterparty, such as to Fannie Mae, the World Bank or a hedge fund

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