Collateral
PRA could be more flexible on matching adjustment collateral
Rigid view forces repapering of trades with no benefit for policyholders
Repo market coping with liquidity regulation for now – bankers
Efficiency gains have kept capital supply up, but challenges remain
JP Morgan exec questions bond collateral double standard
Isda AGM: CME applies 20% margin haircut while LCR hits banks with 50% cut
EU SFT rules on collateral consent create legal conundrums
Reuse, title transfer, reporting and derivatives in scope scrutinised
Putting FVA in a cage
If banks can't standardise funding charges, accountants or regulators should step in
Collateral makes the world go round
Sponsored feature: Clearstream
Goodbye Sonia flat: banks rethink swaps with bond collateral
Higher discount rate can cut payouts to in-the-money clients by millions
West Wheelock Capital: removing rollover risk
Hedge fund seeking to broker long-dated collateral trades
China banks push to use RMB collateral in derivative deals
Collateral use to become latest stage in RMB internationalisation process
EU stress tests show €14bn funding burden on Italy swaps
Fourteen banks had net exposure to Italy in EU tests, implying huge funding costs
Custody Risk European Awards 2014 winners announced
Industry achievements over past year rewarded
Asia needs regional securities depository within five years
Enough collateral in the system for now – but this will change
Investors have ‘no incentive’ to use swap futures, says Wallin
Real money firms have enough collateral to stick with swaps, buy-side exec argues
T+2 settlement cycle transition in Europe runs smooth
US move from T+3 to T+2 next in sights, says DTCC
Examining the collateral and liquidity challenge: Derivatives in the insurance industry
Sponsored feature: Northern Trust
Banks and investors see appeal of commodity finance
Bank withdrawals from commodity trading fail to dent enthusiasm
Credit Suisse excess swaps collateral falls by 45%
Huge buffer set tongues wagging, but has shrunk dramatically in past three months
Custody Risk Autumn 2014
No alternative to fund administration consolidation
State Street beats JP Morgan as second-biggest custodian
Growth in assets under custody gains momentum in past year
US energy firms cheer regulators’ shift on margin rule
New proposal exempts non-financial end-users from margin requirement
A bill of goods: central counterparties and systemic risk
Volume 2, Issue 4 (2014)
SuperDerivatives: Asia favoured by OTC regulatory arbitrage
Lower trading costs could tempt funds, managers and dealers
Sponsored video interview: RiskVal's Jordan Hu
Nominated for two technology awards