Collateral

The price is wrong

As the basis between Libor and overnight index swap rates ballooned during the credit crisis, banks were forced to reassess methods for pricing collateralised and uncollateralised derivatives trades. The result is a move towards a new market standard in…

Risk corporate survey 2010

Price is still the most important factor for corporates when choosing which dealer to trade with. However, a wide divergence in pricing among banks means transparency is now a key issue. By Matt Cameron, with additional research by Alexander Campbell,…

The price is wrong

As the basis between Libor and overnight index swap rates ballooned during the credit crisis, banks were forced to reassess methods for pricing collateralised and uncollateralised derivatives trades. The result is a move towards a new market standard in…

The Lehman flip clause flap

The decision of a US bankruptcy court to void contractual provisions that shield investors from the credit risk of swap counterparties in structured finance deals has put the legal systems of England and the US on a collision course. It also has…

Ferc proposes credit reforms

The Federal Energy Regulatory Commission (Ferc) has outlined credit reform proposals aimed at balancing the need for market liquidity with appropriate risk management while ensuring reasonable rates.

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