White paper | Bank Balancing: Optimising margin and capital in a higher rate environment@weight>
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Volatility, higher interest rates and regulatory change are placing new pressures on banks' profitability and competitiveness. In today's environment, banks have increased opportunities to grow income on one side of the balance sheet, but funding costs on trading and investments also rise, and with it comes greater uncertainty of the impact on portfolios, creditors and counterparties.
Strategies, systems and models designed for a low or even negative interest era may no longer be appropriate. One thing remains clear. Banks will need a firm grip on their key risks, costs and exposures if they are to drive efficiencies and navigate a profitable path.
This white paper from Risk.net, featuring leading practitioner insights, assesses the challenges banks are facing in the new higher-for-longer interest rate environment, and the strategies and tools they are using to optimise margin and capital on their derivatives portfolios. Topics include:
- The impact of volatility on margin requirements
- The rise of 'dirty' credit support annexes (CSAs)
- Approaches to optimizing collateral
- SA-CCR and the need for a clear grasp of Basel III implications for capital and competitiveness
Read insights from risk leaders in firms such as Danske Bank and Nomura, as well as experts from S&P Global Market Intelligence.
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