Counterparty Credit Risk, Collateral and Funding:

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes by Damiano Brigo, Massimo Morini, Andrea Pallavicini

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes Damiano Brigo, Massimo Morini, Andrea Pallavicini ebook
Page: 464
ISBN: 9780470748466
Format: pdf
Publisher: Wiley

Issues - Regulatory Developments and EMIR slowing down credit growth in a boom, counter-cyclical capital rules should also provide the counterbalance to the financial markets' fuelling of asset class bubbles. Feb 24, 2012 - Collateralization of assets gives lenders a sufficient level of reassurance against default risk, which allows loans to be issued to individuals / companies and corporate with less than optimal credit history and / or debt rating. Feb 6, 2014 - The trigger: new regulations and recommendations requiring far more transactions in far more asset classes to be collateralized. Asset managers and hedge funds alike. Apr 26, 2011 - That's unpleasant but supposedly not disastrous because the counterparty hands over collateral to the ETF that's meant to cover at least 90% of the ETF's assets. The increasing risk Optimization, Limited, Automated across all asset types In the case of triparty collateral management, the process is outsourced to a neutral agent to perform with a view to manage Reduce Operational, Settlement, Market and Liquidity risks. Once approved by G20, national governments will be required to. The Group may need to seek funds from alternative sources potentially at higher costs than has previously been the case, and/or with higher collateral or may be required to consider disposals of other assets not previously identified for disposal to reduce its funding commitments. Dec 27, 2013 - The answer is not so easy, unless you sacrifice global diversification particularly in the bond and property asset classes. Close on its heels is understanding what the margin call is all about, determining whether or not the request is accurate, finding the collateral, figuring out how much to use, and then sending or receiving it correctly – all of it likely Otherwise, they risk being shut out of the market by broker-dealers that don't want to do business with them. Apr 25, 2014 - The factors discussed below and elsewhere in this report should not be regarded as a complete and comprehensive statement of all potential risks and uncertainties facing the Group. The need for financial institutions to have real-time access to their exposures, pledged collateral and collateral requirements across all asset classes and counterparties is no trivial matter. Jan 28, 2011 - minimum of assets in highly liquid form, such as government bonds, will inevitably mean a reduction in the capacity of banks to lend at all levels of the market. Funds and Real Estate Industry. May 13, 2014 - Damiano Brigo, Massimo Morini and Andrea Pallavicini, "Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes" English | ISBN: 047074846X | 2013 | 464 pages | PDF | 18 MB.