Risk: Buy-side retreats to ‘dirty’ CSAs amid collateral crunch

Derivatives dealers have spent much of the past decade cajoling buy-side clients to move to cash-only credit support annexes. But with margin requirements rising with interest rates, cash-strapped pension funds and insurers are looking to revive an old-style collateral agreement that many thought was confined to history: the dirty CSA.

The full article is available at https://www.risk.net/derivatives/7953391/buy-side-retreats-to-dirty-csas-amid-collateral-crunch

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