Collateral Management

The application of mathematical models to measure collateral concentration risk

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The financial system is shifting towards greater use of collateral to mitigate counterparty credit risk. On a systemic basis, this is reducing credit risk; however it is creating new market and liquidity risk on the collateral held, potentially resulting in weak points in the resilience of the financial system

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Whitepaper: Buy-Side Collateral Management - Challenges and Opportunities

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Collateral system provider 4sight and consultancy Rule Financial have published a complimentary whitepaper on the issues facing buyside firms around the collateral management process.

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Bringing Efficiency to Collateral Management | Sapient Global Markets White Paper

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Bringing Efficiency to Collateral Management

   

Trends, Challenges and Opportunities for Success

 

More than 55% of firms surveyed don’t believe they have efficient processes for collateral management or are well prepared for future challenges; according to a recent Sapient Global Markets survey.  Due to an ever-evolving regulatory landscape, collateral management has been transformed into a complex, costly exercise. Through the onset of new regulations, firms continue to face many challenges including higher collateral volumes, increased margin calls and interaction with more counterparties.

 

 

What are the drivers of this transformation? And, how can your firm transform collateral management into a competitive advantage?

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Collateral World Summit, 23-24 September, The Grange Tower Bridge Hotel

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Collateral World Summit, 23-24 September, The Grange Tower Bridge Hotel

The Collateral World Summit (23-24 September) will unite  buy and sell-side leaders in implementing the changes essential for lowering their collateral costs.

With regulation set to have a major effect on the costs of trading and collateral companies need to go further than simply managing their collateral. Monetising inventory, evaluating different models for transformation and investing in the processes and systems essential for efficient trading are the priorities in the collateral continuum.

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Enterprise Collateral 2014 | America Square London | June 24th

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OTC Space is speaking at this event BTW:

Enterprise Collateral Management Conference 2014 is your link to over 200 influential industry contacts. The event will bring together senior professionals from treasury along with front, middle and back office to achieve an enterprise wide approach to collateral to fund business and balance sheet.

50+ SPEAKERS CONFIRMED

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Collateral optimisation: Managing the cost, mobilisation and velocity of collateral | Rountable

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Collateral is the focus of this long discussion amongst the industry on how to make the best use of the assets in the future.

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Demystifying FVA

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There has been some confusion recently over Funding Value Adjustment (FVA).

On April 29th, Risk Magazine (subs required) reported that dealers were charging clients for FVA on collateralised trades, due to the quality and fungibility of collateral being posted by the client.

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Collateral Management Requirements Build Over Time | BBH

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I was reading a quite interesting piece this morning from Stephen Bruel at Brown Brothers Harriman on how Collateral Management has evolved the last few years, the impact of central clearing on it and how challenges in collateral management are building in a cumulative manner. It also offers advice on which actions should be taken to alleviate collateral pressures in the future and how firms could prosper in the new environment. 

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Collateral Management | The Next Big Challenge

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Now that Reporting for Europe has come into effect I am looking further into the next challenges that await for us just around the corner and I would like to share some thoughts in this post and in others coming soon on what I believe will be one of our major headaches the years to come. 

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