Collateral requirements decreasing – Isda
The International Swaps and Derivatives Association published preliminary results of an analysis on credit risk among 18 of the largest derivatives dealers, during its annual general meeting in Boston on April 18. The final report is expected to be released in a couple of weeks.
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
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