Collateral management
Insurers review options as collateral pressures grow
Insurers are under increasing pressure to plan access to collateral
Take part in the BNY Mellon/Insurance Risk collateral management survey
Join our study of approaches to central clearing from insurers
Collateral and counterparty tracking: Emerging initial margin requirements
Content provided by IBM
End-users say non-cleared margin rules will hit hedging
New regime will "make the world safe for banks, but not safe from banks"
Options for collateral options
When collateral can be posted in multiple currencies, pricing even the simplest derivatives involves optionality, which is often tackled numerically. But by conditioning on a risk factor to make variables independent, this can be simplified. Alexandre…
Collateralisation jumps by a fifth - Isda margin survey
Corporates lag other participants; less than a third collateralising
Margin calling: Is your VAR methodology ready for initial margin on uncleared derivatives?
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The optimisation of everything: OTC derivatives, counterparty risk and funding
Content provided by IBM
Options for collateral options
Options for collateral options
Collateral thinking – The impact of central clearing on insurers’ assets
Sponsored roundtable: BNY Mellon
Japan FSA relaxed about spike in JGB liquidity swap trades
No regulatory focus on emerging Japan liquidity swaps market
The economic view
Insurers are using the delays to Solvency II to improve their economic capital models
Collateral management survey 2013: collateral concerns grow
Insurance Risk’s second collateral management survey in conjunction with BNY Mellon finds more insurers are taking steps to prepare for new derivatives regulation, but concerns about collateral availability are mounting
Stuck with collateral
Stuck with collateral
Citi heads mandate wins with £10 billion Nationwide appointment
Citi picked up a £10 billion custody mandate from Nationwide Building Society while RBC and BNY Mellon also registered major wins
Hedge funds take collateral management to heart
Protecting collateral
Combating the collateral crunch
Sponsored statement: BNY Mellon
Interview: Six Securities Services' Thomas Zeeb
Six of the best
OTC reforms present technology challenges for insurers
Wide-ranging changes to the the OTC derivatives market are leading insurers to upgrade their collateral management systems, often quite substantially. But the complex requirements and computational power needed is providing a challenge - not just for…
Central clearing obligations cause collateral headaches in Asia
Collateral thinking
Repo markets in Asia set to grow on the back of Basel III
Don't fear the repo
Credit risk management: Collateral, covenants and risk review
Content provided by IBM
People profile: Patrick Colle, BNP Paribas Securities Services
Global ambition