Using collateral management to address credit risk issues

Company: Omgeo

Omgeo case study

Category: Credit Risk

Published: 01 September 2009




Issues considered include:


  • What are the operational challenges facing collateral managers in this post-Lehman Brothers world?
  • ISDA's collateral committee is looking to define the sequences of messages that would need to be exchanged to allow electronic communication of margin calls, interest payments and collateral substitution. What are the hurdles to standardisation and automation?





Categories related to Credit Risk