The insurer's head of investment solutions explains why upcoming changes to rules for using derivatives led to it implement a new collateral reporting solution.
There is growing interest among regulators and exchanges in Asia in the introduction of national tri-party collateral platforms to mitigate against counterparty credit risk.
Trade matching isn’t enough: Omgeo ventures beyond traditional business to target fund managers for collateral services.
Early use of offshore RMB-denominated bonds and other local securities as collateral for cross-border repurchase agreements holds promise that Asia’s repo market will develop.
OTC derivatives trades that are not centrally cleared are likely to cost more than cleared transactions, due to pricing by bank counterparties, argues BNY Mellon.
Asian asset owners will be key players in the development of a dynamic global system of collateral management, says BNY Mellon.
New regulatory requirements will press asset managers to reduce collateral risk, says Citi.