Collateral
Asia needs regional securities depository within five years
Enough collateral in the system for now – but this will change
Investors have ‘no incentive’ to use swap futures, says Wallin
Real money firms have enough collateral to stick with swaps, buy-side exec argues
T+2 settlement cycle transition in Europe runs smooth
US move from T+3 to T+2 next in sights, says DTCC
Examining the collateral and liquidity challenge: Derivatives in the insurance industry
Sponsored feature: Northern Trust
Banks and investors see appeal of commodity finance
Bank withdrawals from commodity trading fail to dent enthusiasm
Credit Suisse excess swaps collateral falls by 45%
Huge buffer set tongues wagging, but has shrunk dramatically in past three months
Custody Risk Autumn 2014
No alternative to fund administration consolidation
State Street beats JP Morgan as second-biggest custodian
Growth in assets under custody gains momentum in past year
US energy firms cheer regulators’ shift on margin rule
New proposal exempts non-financial end-users from margin requirement
A bill of goods: central counterparties and systemic risk
Volume 2, Issue 4 (2014)
SuperDerivatives: Asia favoured by OTC regulatory arbitrage
Lower trading costs could tempt funds, managers and dealers
Sponsored video interview: RiskVal's Jordan Hu
Nominated for two technology awards
Dealers charging FVA on collateralised swaps
If collateral cannot easily be repoed, dealers say funding charge should apply
Euroclear criticises non-neutral industry utilities
Major CCPs part of profit-maximising, exchange-owned entities
Sponsored video interview: Multifonds' Oded Weiss
Nominated for post trade technology award
US eases leverage ratio impact on swaps
JP Morgan says new approach boosted ratio by up to 20bp
Split reaction to international firms' Asia clearing plans
Eurex's Singapore CCP finds favour with market, CME less so
Benchmarking European repo markets
Sponsored forum: Stoxx
Collateral thinking – The impact of central clearing on insurers’ assets
Sponsored roundtable: BNY Mellon
Nomura books ¥10 billion FVA loss
Japanese bank follows JP Morgan and Deutsche Bank by incorporating funding costs into derivatives valuation
Isda forced to rework year-old standard CSA
Regulation hits key element of landmark collateral contract - but planned revisions will reintroduce settlement risk
The readiness of market community in Europe to report to trade repositories
Sponsored video Q&A: DTCC
Basel leverage ratio may force CSA restructuring
Cash collateral can only reduce derivatives exposure if it matches the currency of the underlying swap, threatening existing CSAs and even the new standard CSA