Training video: Eurex’s André Ammann on capital costs and risk management in a changing interest rate environment

André Ammann, Fixed Income Sales – Derivatives, Funding and Financing at Eurex, discusses the impact of changing costs and risk management in a changing interest rate environment.

Topics for new and experienced traders include:

• Eurex Repo and Capital Costs
• The RWA of Qualifying Central Counterparties (QCCPs)
• CCP vs bilateral balance sheet costs
• The Eurex Clearing Default Waterfall

Watch the video here (free registration required)