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.
Footnote 15 Currency and Rates Portfolios Can Be Portfolio Margined | BCBS...
The text of footnote 15 (page 12) in the Summary Of The Proposals for Margin on Uncleared OTC Derivatives reads thus: “Currency and interest rate derivatives may be portfolio margined together for the...
View Article
More Pages to Explore .....
