White Paper

Collateral management survey 2013

Company: BNY Mellon

BNY Mellon case study

Category: Credit Derivatives

Published: 19 November 2013




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.


Categories related to Credit Derivatives