Mitigating Collateral Damage

The 2011 BNY Mellon White Paper ‘Mitigating Collateral Damage’, co-authored with InteDelta, is designed to provide a snapshot of current counterparty credit risk management policies and processes across a representative sample of asset management, insurance and pension fund institutions.

The impact of the 2008 financial crisis and the extent to which complex and opaque over- the-counter (OTC) derivatives contributed to the vulnerability of interconnected systemically significant institutions

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