Collateral
Risk 25 firms of the future: State Street
Taking on the Street
Risk 25 firms of the future: BlackRock
‘Jury out’ on OTC derivatives
Risk 25 firms of the future: LCH.Clearnet
Open to acquisitions
Risk 25 firms of the future: NYPC
One pot, three CCPs
Risk 25: Technology vendors adapt their risk systems
Intelligent thinking for risk systems
Cooking with collateral
Cooking with collateral
CCPs wary of covered bonds despite Esma proposal
LCH.Clearnet and Eurex will not accept own-name covered bonds as collateral, despite green light from Esma
WGMR margin rules borrow heavily from US proposals
Working group publishes proposed margin rules for uncleared trades – bringing global rules in line with an earlier US proposal
Profile: Credit Suisse's de Boissard on capital efficiency, Basel III and bank strategy
The adjustment bureau
ETFs under the microscope
Under the microscope
Esma: making time for ETFs
The July 2012 issue of ETF Risk covers regulation, liquidity risk and tracking error
Bank of England to post collateral in OTC derivatives trades
BoE thought to be the first major central bank to change policy on collateralisation as it seeks to reduce dealer funding charges
Sponsored webinar: Regulation
ETF Risk: Industry anticipates Esma
HKMA offers banks RMB repo facility
RMB repo facility established as part of continuing process to internationalise currency and deepen RMB markets
Lehman Brothers ruling changes equation for creditors and clients
Protection racket
Sponsored webinar: OTC derivatives clearing
Preparing the ground for the derivatives deadline
US farm lenders fear clearing will trip leverage ratio
Posted collateral cannot be used to offset liabilities when calculating farm credit banks' leverage ratio
Dealers pitch loan format for swaps as CVA dodge
Banks are offering to replicate the economics of OTC swaps in loan format - avoiding new capital and clearing rules
Custody Risk summer 2012
Read the summer 2012 issue of Custody Risk
The last word: Collateral and CCPs
The leading question
UK utilities face swap counterparty shortage
Bank downgrades could leave many structured finance transactions without acceptable swap providers - a potential nightmare for UK utilities
Corporate trades should not face CVA charge – Risk.net poll
Two-thirds of respondents think trades with corporates should be exempt from Basel III's CVA capital charge
Downgrade doomsday: utilities fear swap dealer shortage
Downgrade doomsday
Isda AGM: Margin regime ups liquidity risk, buy-side firms warned
Collateral demands will be pro-cyclical - rising as markets become stressed - and will be generated by uncleared as well as cleared trades, DE Shaw treasurer tells Isda conference