Ucits' clash with IM rules could cause collateral damage
Strict collateral reuse guidelines may restrict popular investment vehicles’ hedging capabilities
Source: risk.net
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Strict collateral reuse guidelines may restrict popular investment vehicles’ hedging capabilities
CCP’s skin in the game fell slightly in Q4, making up 1.8% of the prefunded total
With Ingvar Sigurjonsson, State Street, and Marc Knaap, Cassini Systems.
The CCP revised its estimate of the worst-case payment obligation that would have to be met should one of its participants collapse
The cash call was 141% larger than the previous quarter