Monday, September 26, 2011

Structured Credit Investor: Optimizing Collateral (to the tune of $2T)


Optimising collateral


26 September 2011   Category link: CDS


Proposed rulemaking changes concerning margin and capital requirements for non-cleared swaps and non-cleared security-based swaps under the Dodd-Frank Act could result in an estimated US$2trn increase in demand for collateral. 


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