Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes Damiano Brigo, Massimo Morini, Andrea Pallavicini
Publisher: Wiley

Aug 14, 2011 - Despite the crisis, however, the appetite for structured credit products is now growing, especially amongst the institutional investors with access to low cost funding (courtesy of the lax monetary policies). Apr 17, 2013 - The clearinghouse effectively undertakes all counterparty credit risk through novation, leaving transacting parties with zero exposure to their original counterparties and, as long as the clearinghouse remains solvent, no exposure to counterparty Because clearinghouses specialize in specific asset classes—for example, foreign exchange, interest rate swaps, or credit default swaps (CDSs)—they are likely to be susceptible to asset bubbles in the underlying asset. Nov 14, 2012 - business Credit: Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes (The Wiley Finance Series). Nov 25, 2013 - You are in the right place to get lowest price. Eligible Receivables for Non-Mortgage-Backed ABS. Since the in-the-money counterparty is paying interest on posted cash collateral, the counterparty is essentially funding the position with the overnight rate. Issuer Certifications, Auditor Assurances and SBA Documentation for ABS Other Than Legacy CMBS Haircuts and Rates Collateral Monitors and Other Agents .. You now have two derivatives positions, rather than one. Yes, of course, you can compare prices and read reviews on Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes. Nov 18, 2013 - And asset encumbrance is fostered by the implicit public guarantees against credit risk that have been provided in the past to too-big-to-fail banks and the guarantees against liquidity risk are still being provided by central banks. This methodology made This process protects the positive counterparty in case of default. Feb 16, 2011 - This methodology was based on the belief all market participants had equal credit risk, the firm could fund itself with LIBOR and that the embedded credit risk for rates of different maturities was negligible. A borrower, in all cases, is not permitted to collateralize a TALF loan with ABS that was securitized by the borrower or by an affiliate of the borrower. Mar 18, 2009 - Investment Funds Risk Assessment. Dec 3, 2013 - So instead you enter into an offsetting position with a different counterparty.