Isda AGM: collateral drops 20% with market rebound

The total amount of collateral in circulation across the derivatives market fell by 20% in 2009, according to the International Swaps and Derivatives Association's 2010 margin survey – released at the industry group's annual general meeting in San Francisco on April 23.

Collateral in circulation fell from $4 trillion in 2008 to just $3.2 trillion in 2009, according to the survey. Isda attributes the fall to declining counterparty risk and “a return to more normal interest-rate levels and credit

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: