Collateral management
Hong Kong banks fear clashing swaps margin rules
SFC proposal could complicate trades with HKMA-regulated entities and centralised treasuries
Reform fails to solve collateral woes in Korea
Korean swaps users wary of collateral reuse, leaving dealers with LCR burden
Safeguarding liquidity in a changing environment
Nick Gant, head of fixed income prime brokerage for Europe, the Middle East, Africa and Asia-Pacific at Societe Generale Prime Services, discusses banks’ evolving responsibilities for providing liquidity in a post-financial crisis environment in which…
The battle for the back office
Post-trade incumbents at risk as Isda and others search for standards
Breaking the collateral silos – Navigating regulation with a strategic alternative
Emmanuel Denis, head of tri‑party services at BNP Paribas Securities Services, discusses why financial institutions must rethink old practices of collateral management and instead adopt a tri-party approach, with which equities can be managed as…
Isda’s O’Malia: back-office costs are ‘killing’ swap dealers
Banks set to begin testing Isda’s common domain model for trade lifecycle processes
LCH margin changes to ease funding stresses, say FCMs
Clearers welcome move to free up excess cash margin and remedy ‘double-dipping’ complaints
Asian buy side faces non-cleared margin currency penalty
Global banks charge premium for accepting local securities instead of major currencies
Esma backtracks on account segregation
Status quo protected for rehypothecation of collateral in tri-party, securities lending and prime brokerage
BNY Mellon’s Neal on funding, liquidity and collateral
Markets head Michelle Neal says firm has “big responsibility” after JP Morgan’s tri-party repo exit
Effective collateral management strategies
Sponsored webinar: Calypso
Exploring a new frontier: Using cognitive technology to strengthen credit risk management
Content provided by IBM
Risk Chartis Market Report: Buy-side risk management technology
Sponsored by OpenLink and Tradeweb
Non-cleared margin requirements: The top five considerations
Sponsored feature: TriOptima
Derivatives start-up aims to cut costs at margin hub
Ex-Morgan Stanley bankers’ offering aims to reduce daily collateral flows that currently top $200bn
Custody Risk announces shortlist for Global Awards 2016
Shortlist for the Custody Risk Global Awards 2016 is published
An imperfect solution: Derivatives create new challenges for buy side
Sponsored survey analysis: Calypso Technology
Eurex describes its new ISA Direct platform
Sponsored video: Eurex Clearing
Tackling buy-side OTC derivatives challenges: Regulations, risks and collateral management
Sponsored webinar: Calypso
Custody Risk announces shortlist for European Awards 2015
Preliminary shortlist for the Custody Risk European Awards 2015 is published
Collateral option valuation made easy
Vladimir Sankovich and Qinghua Zhu develop a method to value cheapest-to-deliver option embedded in CSAs
Technology – Solving the new equation of capital markets
Sponsored video: Murex
'Systemic risk' created by margining into non-netting jurisdictions, says StanChart
Local regulators are considering exempting banks from posting margin where there is no netting certainty
EC urged to exempt insurers from central clearing
Need for cash collateral could encourage pro-cyclical investing, industry says