Credit risk
Insurers gear up for new derivatives clearing rules
All clear ahead
Return of the DPCs
Return of the DPCs
New standard CSA to launch before end of the year
New standard CSA aims to reduce valuation disputes by eliminating the embedded optionality that exists in the current document
Sponsored video: Regulatory impact on collateral
New regulation will require more derivatives participants to post more collateral than ever before. In this video interview, David Little of Calypso discusses some of the implications
The impossibility of DVA replication
The impossibility of DVA replication
Asia can ease collateral squeeze, says Clearstream chief
The global thirst for high grade collateral resulting from OTC clearing will require Asia playing a greater role in future, according to Jeffrey Tessler, chief executive of Clearstream
Energy market focuses on counterparty risk
Avoiding counterparty meltdown
OTC Derivatives Clearing Summit Europe: Collateral squeeze is a danger, says buy-side panel
Buy-side firms argue new regulations will create a collateral squeeze – despite claims by a Bank of England official that the fears are overplayed
Banks look for tech solution to collateral crunch
Crunch solutions
OTC Derivatives Clearing Summit Europe: No need to panic about collateral supply, says Bank of England
Isda estimates that mandatory clearing and margin could require the posting of up to $30 trillion of initial margin have been inflated, not least because of a likely exemption for forex swaps and forwards, according to a senior BoE official
Asia Risk Congress: Collateral requirements will hit derivatives trading volumes
Panellists at Asia Risk Congress say collateral management rules will reduce activity in areas such as structured products
The impossibility of DVA replication
The impossibility of DVA replication
Using credit valuation adjustment to set limits
Credit valuation adjustment for energy and commodity derivatives: part two
FSA forces UK banks to assume higher sovereign losses
Behind-the-scenes clampdown sets loss-given-default floor at 45% – and could make UK bonds less attractive
Local credit rating agencies offer alternative to ‘big three’
First-rate ambitions
Sponsored forum: Collateral management
Scope for more efficient collateral movement