Asia Risk Congress: Collateral requirements will hit derivatives trading volumes

reduce-graph

The growth of collateral management requirements as part of Basel III and the move to central clearing will weigh on global derivatives trading volumes, although there is still room for growth in countries such as China, according to industry participants speaking at the Asia Risk Congress event in Hong Kong today.

In addition, market participants involved in a panel discussion on collateral management stated that opportunities for profitability in optimising collateral management strategies will

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

Register

Want to know what’s included in our free membership? Click here

This address will be used to create your account

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: