Image may be NSFW.
Clik here to view.
Clik here to view.
triQuantify: Independent Calculation of CVA, RWA, IM and PFE
No sooner have SWP, DEM and OTC write about the idea of a central regulatory capital calculation service, than TriOptima launch such a thing. They have partnered with http://global-valuation.com to...
View Article
Image may be NSFW.
Clik here to view.
Clik here to view.
Avoiding the BCBS / IOSCO Margin Requirements for Bilateral Portfolios
As everyone keeps saying, there will be unexpected outcomes from the new regulations, and one of them is about to turn the ISDA CSA upside down. Given the severe margin requirements for bilateral...
View Article
Image may be NSFW.
Clik here to view.
Clik here to view.
Bilateral posting of initial margin en vogue ahead of regulation
Risk.net reports that a number of large derivatives dealers, including Bank of America, Barclays, Deutsche Bank, UBS and Citi, have started posting bilateral initial margin between each other. These...
View Article
More Pages to Explore .....
