Collateral
Margin minutiae at issue in Jefferies v IDCG suit
Mire in margin minutiae
Foreign regulators leave US isolated on uncleared margin rules
Follow the leader?
Standard CSA: Industry's solution to novation bottleneck gets nearer
New CSA, new challenge
EBA stress test: Santander’s sovereign swaps exposure not disclosed
Banco de España chose not to report Santander’s sovereign derivatives exposure to the EBA because it was 'not material'
CME and IDCG revalue swaps using OIS discounting
Switch to OIS comes a year after SwapClear revalued parts of its portfolio
CCP contest starting to heat up
Give CCPs a chance
Corporates fear CVA charge will make hedging too expensive
Crunch time for corporates
South African banks grumble over credit pricing discrepancies
To charge, or not to charge?
SwapClear may assist OIS development
SwapClear may assist OIS development
Foreign regulators leave US isolated on uncleared margin rules
The extraterritorial application of US uncleared margin proposals will make it tough for US banks to compete with their foreign counterparts unless the proposals are copied by regulators elsewhere
Standard CSA: Industry's solution to novation bottleneck gets nearer
New CSA, new challenge
NYSE Liffe: one pot to rule them all
One pot to rule them all
LCH to become more commercially driven, says Axe
Commercially driven
New standard CSA could be rolled out in Q2 2012
An implementation plan for the new standard CSA is set to be reviewed by the Isda board in September, with a first-phase roll-out expected as early as the second quarter of 2012
The push to a new CSA standard
Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – in other words, those that allow counterparties to post collateral in multiple currencies and assets – has pushed the industry to develop a new…
Irish debt office agrees to collateralise derivatives
The NTMA follows Portugal's debt office in adopting two-way collateralisation - but unlike Portugal it appears it will have to post cash
Sovereign volatility puts Basel III CVA charge in spotlight
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
Launch of interoperability not perfect
Interoperability has launched in cash equities with a system that is good, but not perfect
Lamb discusses CME Clearing Europe's goals
A clear goal
Fannie Mae says FHFA's margin rules would drive up hedging costs
US mortgage giant says segregating variation margin will hurt FHFA- and FCA-regulated entities, and create new funding obligations for swap dealers
Collateral transformation needs to be carefully planned by clearing members, says Isda’s O’Connor
In an exclusive video interview, Isda chairman Stephen O’Connor says there is a finite capacity for clearing members to provide collateral transformation services to their clients