More Collateral Risk Management articles

us dollar walks the tightrope

FX Invest: Implications for collateralisation under new CCP model

Saima Farooqi looks at the wave of upcoming regulations relating to central counterparty clearing, and what it means for collateral management

Contract being signed

Isda working group to draw up new, standardised CSA

Derivatives market set for shake-up as confusion over how to price multi-currency CSA trades drives a push towards a standardised collateral agreement

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Market endorses 'elegant' CFTC proposal on margin

The Commodity Futures Exchange Commission (CFTC) tabled four proposals on segregation for client margin in cleared over-the-counter derivatives trades, and early feedback from the industry indicates a clear front-runner.

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Lehman opts to settle over Dante flip-clause transactions

The Lehman Brothers Holding Inc (LBHI) administration has decided to reach an out-of-court settlement with Australian investment services group Perpetual Trustee over disputed collateral in a series of credit-linked notes issued by Saphir Finance...

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Concern over scarcity of high-quality assets forces CCPs to broaden eligible collateral

Ice Clear Europe accepts gold for margin, while LCH.Clearnet is also working on extending eligible collateral

Clearing and settlement | 10 Nov 2010
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Dealer concern over proposed change to client margin segregation

Ice Trust estimates it might have to increase initial margin by 63% to cover risk.

liquidity ratio

Insurers, not banks, driving liquidity trade

Insurance sector's hunger for high yields, rather than banks' thirst for short-term funding, driving liquidity trade

FX Week

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