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Collateral damage: the lowdown on dirty CSAs

How are banks coping with growing demand for non-cash collateral in uncleared derivatives contracts? An expert panel discusses the re-emergence of dirty CSAs

United kingdomMagnus lindahlAllan cowanNomura magnus lindahlNicki rasmussenDanske bank corporatesDanske bankLiz trussS amp pCash marketOllateral valuation adjustment colvaOllateral managementRedit support annex csaTechnology and data

The price is still wrong: banks tackle bond CSA discounting

Diverging Eonia and European repo rates spur banks to look at valuations of swaps with bond collateral

City ofUnited kingdomSuisse harrisNicki rasmussenMax verheijenCardano verheijenIan harrisCredit suisseBasel committee on banking supervisionClearing corporation us treasuryEuropean central bankDanske bankBasel committeeBanking supervisionDepository trustClearing corporation

FVA hedge omission from FRTB set to cause headaches

Lack of carve-out for market risk hedges could create hedging issues, experts say

United kingdomParibas cvajumpedNicki rasmussenStuart nieldDanske bankJp morganFundamental reviewTrading bookFunding valuation adjustment fvaAluation adjustments xvasOver the counter otc derivativesDerivatives pricingCredit valuation adjustment cva

Buy-side retreats to dirty CSAs amid collateral crunch

Repo market fears prompt insurers and pension funds to revert to bond collateral

United kingdomRosa fenwickMickael crabosIvan bondinoNicki rasmussenCredit agricoleDanske bankGenerali insurance assetInitial marginVariation marginNterest rate swapsGovernment bondsCorporate bondsRedit support annex csaNon cleared trades

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