OIS discounting and collateral management under new regulations
OIS discounting and collateral management under new regulations
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新法规下的 OIS 贴现和抵押品管理
DOI：
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发表时间：
2013
期刊：
影响因子：
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通讯作者：
Lukasz Prorokowski
中科院分区：
文献类型：
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作者：
Lukasz Prorokowski
目的——本文的目的是讨论监管驱动的抵押品管理和 OIS 贴现变化的合规性，表明全球投资银行面临的运营和技术挑战。随着情况的发展，抵押品管理策略需要进行修改，以便为监管驱动的环境找到最佳解决方案。此外，在监管背景下，本报告还测试了OIS贴现的可靠性、银行间拆借的当前趋势以及CSA的紧急问题。设计/方法/途径——本文基于探索性定性方法来调查监管驱动的抵押品管理格局。调查结果——接受调查的银行认为新的监管框架是影响抵押品管理中战略规划和运营的一个因素。所有接受调查的银行都指出监管报告有所增加。受访银行强调了在实施新监管方面的不一致......
Purpose – The purpose of this paper is to discuss the compliance with the regulatory-driven changes to collateral management and OIS discounting indicating operational and technological challenges faced by global investment banks. As it transpires, collateral management strategies need to be revised to find optimal solutions for the regulatory-driven landscape. Furthermore, set against the regulatory background, this report tests the reliability of OIS discounting and current trends in interbank lending, as well as emergent issues with CSAs. Design/methodology/approach – This paper is based on an exploratory, qualitative approach to investigate the regulatory-driven collateral management landscape. Findings – The new regulatory framework was viewed by the surveyed banks as a factor influencing strategic planning and operations within collateral management. All surveyed banks pointed to the increased regulatory reporting. The interviewed banks highlighted inconsistencies in implementing the new regulatory ...