Did Basel & IOSCO put the final nail in the coffin of CSA-Discounting ? Amsterdam – December 10th, 2014 Alexandre Bon, Murex FVA in presence of imperfect collateralisation,…
BENEFITS SUMMARY • Reduce drag on yield • Centralized view of inventory • Massive elimination of manual processes • Added without disruption to existing IT • Consistent…
Slide 1 Second Consultation paper on the draft regulatory technical standards on risk-mitigation techniques for OTC-derivative contracts not cleared by a CCP under Article…