Back to Basics
We take you back to the credit basics to review everything you thought you already knew but were too afraid to ask... Karl Wyborn, head of derivatives collateral management sales at JPMorgan in London, runs through the A to Z of collateral management
In 1998 the International Securities and Derivatives Association (Isda) published its first Guidelines for Collateral Practitioners in an effort to add formality to the previously ad hoc process of collateral management. Over the past seven years, the global value of collateral in circulation against over-the-counter (OTC) transactions has grown by approximately $1 trillion (500%). According to the Isda Margin Survey 2005, in excess of 50% of all securities transactions were collateralised in
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