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White Paper

Future Trends in Optimisation Collateral, Regulatory Capital & CCP Selection

Company: 4sight Financial Software Ltd

4sight Financial Software Ltd case study

Category: Compliance

Published: 01 August 2014

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Overview

Financial firms are currently experiencing significant regulatory and cost pressures. This is leading to a search for ways to optimize various aspects of trade types that involve some level of counterparty credit risk (derivatives, securities lending, repo).

This paper looks at the different types of optimization for these trades, how they are calculated, and how the different optimization groups are interrelated. It also discusses some of the practical aspects of this type of multivariate optimization.

 

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