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Buy-siders bemoan 'dark arts' of corporate bond CSA discount
Buy-siders bemoan 'dark arts' of corporate bond CSA discount
Buy-siders bemoan 'dark arts' of corporate bond CSA discounting
Litany of pricing variables fuel wide differences in how dealers calculate discount rates for collateral agreements
Related Keywords
Jasper Livingsmith ,
European Bank ,
Discounted Cashflow ,
Ois Discounting ,
Corporate Bonds ,
Liquidity Coverage Ratio Lcr ,
Et Stable Funding Ratio Nsfr ,
Aluation Adjustments Xvas ,
Bonds ,
Buy Side ,
Capital Requirements ,
Heapest To Deliver Ctd ,
Collateral ,
Redit Support Annex Csa ,
Government Bonds ,
Nterest Rate Swaps ,
Margin ,
Pension Funds ,
Ricing ,
Derivatives ,