Collateral Management Features
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Collateral Management Features
OTC Derivatives ★ Regulatory Reform ★ EMIR v Dodd-Frank  ★ Basel III ★ IT-solutions ★  Best Practices
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The Future of the Bank Repo Desk

The Future of the Bank Repo Desk | Collateral Management Features | Scoop.it

Repo will become more expensive to trade, and more transparent in terms of the risks and returns.Disintermediation will pose a threat, but so long as repo desks can offer high levels of service and pricing, their franchises should remain intact. Collateral management will become ever more of a focus, and no function should be better suited than the bank repo desk when it comes to the sourcing, pricing, and recycling of collateral. 

 

by Andy Hill. 

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Collateral Posting and Choice of Collateral Currency

Collateral Posting and Choice of Collateral Currency | Collateral Management Features | Scoop.it

Masaaki Fujii, Yasufumi Shimada, Akihiko Takahashi

- supported by Center for Advanced Research in Finance.

Andrey Vasilyev's insight:

The research was presented in 2010, but almost all conclusions are still actual nowadays. It shows the difference between textbook-style implementation of interest rates models and post-crisis market realities. The document consists of detailed formulas of pricing derivatives under the multi-currency CSA and demonstates how the collateral currency choice can impact on the collateralized products valuation.


http://ssrn.com/abstract=1601866

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Optimising Collateral

Optimising Collateral | Collateral Management Features | Scoop.it
Andrey Vasilyev's insight:

The presentation prepared by Barclays Capital describes some collateral management shifts related to financial crisis, the hurdles and advantages of using securities as collateral assets.

 

http://www.strate.co.za/publications%20media/jancollateralpresentation.pdf

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Portfolio reconciliation requirements under EMIR

Portfolio reconciliation requirements under EMIR | Collateral Management Features | Scoop.it

Purpose and object of portfolio reconciliation

Required frequencies, scope of the responsibility for requirements, starting date for the portfolio reconciliation

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Cross-Product Collateral Management

Cross-Product Collateral Management | Collateral Management Features | Scoop.it

Elaine MacAllan, Head of Repo Collateral at Lombard Risk

Andrey Vasilyev's insight:

The great article is about benefits of proactive approach to collateral management based on separate departments functions integration, cross-product collateralization and optimization, single platform with precise interfaces, STP and electronic messaging.

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