On January 24th, BNY Mellon and InteDelta issued a white paper entitled, “Mitigating Collateral Damage: Current Themes in Managing and Mitigating Counterparty Credit Risk for OTC Derivatives”
The publication can be accessed by clicking here.
In the white paper, BNY Mellon and InteDelta discuss the results of their survey of a number of U.S. and European asset managers, insurance companies and pension plans regarding key documentation and operational issues related to the collateralization of OTC derivatives.
Over the years, many of our buy-side clients have asked us for market feedback on a number of the questions addressed in the white paper. We hope that you find this to be as interesting as we did.
Good day. Good reading. TSR.