comparemela.com

Latest Breaking News On - Redit support annex csa - Page 1 : comparemela.com

Nervous UK pension schemes want liquidity fixes – it'll cost them

Asset managers are crafting new ways for schemes to raise cash in a crisis

United kingdom generalUnited kingdomJeremy rideauMark daviesMartin collinsLaun middletonNovum daviesVidett collinsSimeon willisPaul watsonCapital cranfieldLane clarkColumbia threadneedleState street globalGeneral investmentStreet global advisors

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 colva Ollateral managementRedit support annex csa Technology and data

Buy-siders bemoan 'dark arts' of corporate bond CSA discounting

Litany of pricing variables fuel wide differences in how dealers calculate discount rates for collateral agreements

Jasper livingsmithEuropean bankDiscounted cashflowOis discountingCorporate bondsLiquidity coverage ratio lcrEt stable funding ratio nsfr Aluation adjustments xvas Buy sideCapital requirementsHeapest to deliver ctd Redit support annex csa Government bondsNterest rate swapsPension funds

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

Like your CSA dirty? It'll cost more

Buy-side firms have to pay up if they want to post corporate bonds to their dealers, but prices vary

United kingdomAgricole crabosRob haleMercer popatMickael crabosLloyds bankHemal popatBank of england boeNited kingdom ukRedit support annex csa Initial marginMargin callIsda master agreementPension fundsLiability driven investment ldiLife insurance

vimarsana © 2020. All Rights Reserved.