Collateral
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
Cooking with collateral
Cooking with collateral
CCPs wary of covered bonds despite Esma proposal
LCH.Clearnet and Eurex will not accept own-name covered bonds as collateral, despite green light from Esma
WGMR margin rules borrow heavily from US proposals
Working group publishes proposed margin rules for uncleared trades – bringing global rules in line with an earlier US proposal
Profile: Credit Suisse's de Boissard on capital efficiency, Basel III and bank strategy
The adjustment bureau