Explain the Role of Collateral Management in Institutional Derivatives Trading.

Collateral management involves the monitoring, valuation, and transfer of assets pledged by counterparties to secure their obligations under a derivatives contract. It ensures that if one party defaults, the other party has recourse to the collateral to cover their loss.

This process is essential for mitigating credit risk. Effective collateral management requires accurate mark-to-market valuation and timely margin calls.

What Role Does Collateral Management Play in a Prime Broker’s Derivatives Services?
How Does the Frequency of Variation Margin Calls Impact Risk Management?
Why Do Traders Prefer Writing Covered Calls over Naked Calls for Income?
How Does the Frequency of Variation Margin Calls Impact Liquidity Risk?
Can Margin Calls Occur in OTC Forward Contracts?
What Is the Role of a Central Counterparty Clearing House (CCP) in Mitigating Counterparty Risk?
What Is a Credit Support Annex (CSA) and How Does It Mitigate Credit Risk?
What Operational Challenges Does Instant Settlement Create for an Institutional Treasury Desk?

Glossar