Collateral
Risk USA: Margin for OTC products is too high, says Pimco's De Leon
New rules would see OTC markets over-margined, while futures may be under-margined - and there could be systemic implications
Uncleared margin rules threaten E&P hedging
Pushed to the margins
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
OTC Derivatives Clearing Summit Europe: Corporates could be source of eligible assets for clearing
Cash-rich corporates could replace capital-constrained dealers as providers of collateral transformation services, according to one asset manager
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
IMF: CCP structure increases systemic risk
The likely increase in the number of central counterparties will create more 'pockets of risk', says senior economist
Gazprom Marketing & Trading: Powering up for clearing
Powering up for clearing
Sponsored forum: Collateral management
Scope for more efficient collateral movement
OTC Derivatives Clearing Summit: Buy side bemoans ‘lowest common denominator’ treatment
Pension and insurance firms complain CCPs treat them the same as hedge funds
Special report: Technology
The pace of regulation is driving Asian banks to place an ever great focus on technology
In defence of FVA – a response to Hull and White
In defence of FVA
Traders close ranks against FVA critics
Traders v. theorists
Downgraded banks struggle to find replacement swap counterparties on ABS deals
A number of downgraded banks are required to find swap counterparty replacements for over 300 structured finance transactions – but this is proving difficult, with few candidates willing or able to step in
Cutting Edge introduction: Followers of fashion
Focusing on how often a trading strategy ends on the winning side can distract from the question of whether it profits on average. The key is in the return distribution’s skew – and at least for trend-following strategies this can be directly controlled…
Risk 25: The search for margin efficiency
Margin efficiency: The new battleground
Risk 25 firms of the future: State Street
Taking on the Street
Risk 25 firms of the future: BlackRock
‘Jury out’ on OTC derivatives
Risk 25 firms of the future: LCH.Clearnet
Open to acquisitions
Risk 25 firms of the future: NYPC
One pot, three CCPs
Risk 25: Technology vendors adapt their risk systems
Intelligent thinking for risk systems