Credit risk
Sponsored video: Regulatory impact on collateral
New regulation will require more derivatives participants to post more collateral than ever before. In this video interview, David Little of Calypso discusses some of the implications
The impossibility of DVA replication
The impossibility of DVA replication
Asia can ease collateral squeeze, says Clearstream chief
The global thirst for high grade collateral resulting from OTC clearing will require Asia playing a greater role in future, according to Jeffrey Tessler, chief executive of Clearstream
Energy market focuses on counterparty risk
Avoiding counterparty meltdown
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
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
The impossibility of DVA replication
The impossibility of DVA replication
Using credit valuation adjustment to set limits
Credit valuation adjustment for energy and commodity derivatives: part two
FSA forces UK banks to assume higher sovereign losses
Behind-the-scenes clampdown sets loss-given-default floor at 45% – and could make UK bonds less attractive
Local credit rating agencies offer alternative to ‘big three’
First-rate ambitions
Sponsored forum: Collateral management
Scope for more efficient collateral movement
Credit valuation adjustment for energy and commodity derivatives
Calculating CVA at trade and portfolio levels
OTC Derivatives Clearing Summit: Buy side bemoans ‘lowest common denominator’ treatment
Pension and insurance firms complain CCPs treat them the same as hedge funds
Industry slams 'unworkable' Esma proposals on indirect clearing
Clearing members would be forced to guarantee trades executed by their clients' clients - on terms the member firms have not agreed
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
End-users will stop using derivatives – Risk.net poll
Proposals to require derivatives users to post initial margin on uncleared trades will cause many end-users to stop using derivatives, say a majority of survey respondents