Asia Risk Congress 2011: CCP users need tactical collateral planning due to Basel III capital squeeze
The increasing need for liquid, high grade assets under Basel III capital requirements will likely squeeze liquidity in the types of eligible collateral required by central counterparty (CCP) clearings, meaning end-users of CCPs need to tactically plan how to optimise their use of collateral
End-users and clearing members of central counterparty (CCP) clearing houses will need to devise collateral strategies that ensure they can source eligible assets at a time when the introduction of new international capital rules under Basel III along with the lack of interoperability across CCPs will make those assets scarce.
Panellists attending the Asia Risk Congress on October 25 in Hong Kong said the challenge of financing collateral to satisfy margin requirements imposed by CCPs will mount
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