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ISBN: 2879980992 2879980151 Year: 2019 Publisher: Windhof : Promoculture Larcier,
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ISBN: 1119377129 111937717X 1119377102 Year: 2019 Publisher: Hoboken, NJ : Wiley,
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Insight into collateral management and its increasing relevance in modern banking In the wake of recent financial crises, firms of all sizes have adjusted their policies to incorporate more frequent instances of collateral management. Collateral Management: A Guide to Mitigating Counterparty Risk explains the connection between the need for collateral management in order to alleviate counterparty risk and the actions that firms must take to achieve it. Targeted at middle and back office managers seeking a hands-on explanation of the specifics of collateral management, this book offers a thorough treatment of the subject and attends to details such as internal record management, daily procedures used in making and receiving collateral calls, and settlement-related issues that affect the movements of cash and securities collateral. An expert in financial topics ranging from trade lifecycle to operational risk, author Michael Simmons offers readers insight into a field that, so far, is struggling to produce enough expertise to meet its high demand. Presents hands-on advice and examples from a bestselling, internationally renowned author who introduces his third book on operations and operations-related activities Explains the relationship between collateral management and preventing institutional defaults, such as the recent Lehman Brothers downfall Since 2008, firms have recognized and embraced the importance of collateral management, but this book will provide practitioners with a deeper understanding and appreciation of its relevance.
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ISBN: 1498315895 1498312799 1498315852 Year: 2019 Publisher: Washington, D.C. : International Monetary Fund,
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In global financial centers, short-term market rates are effectively determined in the pledged collateral market, where banks and other financial institutions exchange collateral (such as bonds and equities) for money. Furthermore, the use of long-dated securities as collateral for short tenors—or example, in securities-lending and repo markets, and prime brokerage funding—impacts the risk premia (or moneyness) along the yield curve. In this paper, we deploy a methodology to show that transactions using long dated collateral also affect short-term market rates. Our results suggest that the unwind of central bank balance sheets will likely strengthen the monetary policy transmission, as dealer balance-sheet space is now relatively less constrained, with a rebound in collateral reuse.
Collateralized debt obligations. --- CDOs (Collateralized debt obligations) --- Credit derivatives --- Accounting --- Banks and Banking --- Investments: General --- Industries: Financial Services --- Investments: Bonds --- Banks --- Depository Institutions --- Micro Finance Institutions --- Mortgages --- Financial Institutions and Services: Government Policy and Regulation --- International Monetary Arrangements and Institutions --- Corporation and Securities Law --- General Financial Markets: Government Policy and Regulation --- International Financial Markets --- Central Banks and Their Policies --- Public Administration --- Public Sector Accounting and Audits --- General Financial Markets: General (includes Measurement and Data) --- Finance --- Banking --- Financial reporting, financial statements --- Investment & securities --- Collateral --- Central bank balance sheet --- Financial statements --- Securities --- Financial institutions --- Central banks --- Public financial management (PFM) --- Bonds --- Loans --- Finance, Public --- Banks and banking --- Financial instruments --- United States
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