SFM Interview: J.P. Morgan’s Paramanathan on EAD benefits to agent lenders from Basel III endgame

Changes to Basel III rules on the calculation of Exposure at Default (EAD) should result in considerable reduction of RWA penalties for bank-affiliated agent lenders. We speak with Chelvi Paramanathan, global head of Pricing and Analytics for Agency Securities Finance and Collateral Services at J.P. Morgan, about expected impacts of the revisions in effect from January.

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