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White Paper

Collateral management survey 2013

Company: BNY Mellon

BNY Mellon case study

Category: Credit Derivatives

Published: 19 November 2013

Format:

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Overview

THE FINANCIAL SERVICES industry is facing a seismic shift in the use of collateral, as it moves from an off-market, over-the-counter environment into a listed, centrally-cleared one. Insurers and other buy-side firms will have a greater need to post initial and variation margin in the shape of high-quality collateral when using derivatives.

For a second year running Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring. Learn more by downloading this paper here.

 

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Categories related to Credit Derivatives