Collateralisation
Differential rates, differential prices
Differential rates, differential prices
Bill Clinton says failure to reform OTC markets earlier was a "real mistake"
Speaking at Sifma AGM, former US president says OTC market should have been forced into collateralised regime before 2008 crisis
Cutting Edge introduction: The collateral currency convexity problem
The collateral currency convexity conundrum
Collateral convexity complexity
Collateral convexity complexity
Repo markets in Asia set to grow on the back of Basel III
Don't fear the repo
Sidecar capacity set to grow as capital market investment increases
Third-party solutions increasingly sought by firms seeking reinsurance and retrocession
Best in Switzerland
Best in Switzerland
In defence of FVA – a response to Hull and White
In defence of FVA
Traders close ranks against FVA critics
Traders v. theorists
Cutting Edge introduction: Followers of fashion
Focusing on how often a trading strategy ends on the winning side can distract from the question of whether it profits on average. The key is in the return distribution’s skew – and at least for trend-following strategies this can be directly controlled…
Risk 25: How Basel III is turning borders into barriers
Turning borders into barriers
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
Lehman Brothers ruling changes equation for creditors and clients
Protection racket
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
FSA warns on ETPs but omits to mention tracking error and hidden costs
A UK Financial Services Authority factsheet warns of risks relating to collateral and third-party involvement in exchange-traded products
Isda AGM: Euro crisis drives up collateral, finds survey
Trouble in the eurozone is increasing collateral in over-the-counter derivatives market, according to Isda
EFG Financial puts the accent on collateralisation
The Swiss connection
Dealers tackle euro redenomination risks
Back to the drachma?
Corporate risk manager of the year: Rolls-Royce
Risk awards 2012
Standard CSA: the dollar dominance dispute
The dollar dominance dispute
Review of 2011: collateral, capital and chaos
Collateral, capital and chaos
Foreign regulators leave US isolated on uncleared margin rules
Follow the leader?