Numerix: Part II: How to Manage Collateral and Funding Risk in the Most Optimal Way – An Expert View with Anna Barbashova

With U.S. regulators proposing new margin rules for uncleared swaps, Wall Street is once again reeling over what could cause a slew of operational and legal challenges for financial firms operating within the OTC derivatives market. Word on the Street has it that margin requirements for uncleared swaps could become 40 to 45 percent higher than cleared transactions1. This in turn, has us once again thinking about the importance of collateral optimization, and perhaps more importantly the most