The Founder and Principal Researcher at Gazillion Labs is combining bounded stochastic price modeling, market microstructure, ...

The GSEs are taking a closer look at how they evaluate collateral risk. Appraisal modernization is vital. Gareth Borcherds, managing director Ascent Software Group outlines the three categories to be ...

Before the 2007 financial crisis, collateral management was just a simple, cash-denoted process to insure firms against the risk of default by their counterparties. But, regulatory aftershocks in the ...

The relationship between collateral value and housing cycles has thus far received scant attention from US policymakers. However, the importance of fundamental indicators of value in moderating ...

Investors eyeing $557 million of commercial mortgage bonds offered by JPMorgan Chase last month had to consider an unusual risk: The 103 office and industrial buildings that ultimately served as ...

The 2007–09 financial crisis drew attention to the nature and consequences of connections among financial firms. New reporting standards set in the wake of the crisis have shed more light on these ...

"Collateral transformation is a client service that does not hide risk," said Jennifer Zuccarelli, a spokeswoman for New York-based JPMorgan. "It is a form of short-term secured lending, which has ...

It has long been my contention that systemically important financial institutions should not take risks which could jeopardize the ability of the firm to continue as a going concern even if the ...

Amid fears that new rules for the over-the-counter derivatives market will trigger a collateral shortage, banks see rich revenue opportunities in a once-dull corner of the custody business. As pension ...

Dealers are reticent to scale up existing tri-party services for exchanging variation margin (VM) on non-cleared derivatives, though some suggest efforts to tokenise collateral could be a catalyst for ...