Collateral Management: Processes, Tools and Metrics

55 Pages Posted: 6 Aug 2014

Date Written: August 5, 2014

Abstract

Collateral management will be a crucial activity in the financial industry. We introduce a framework to analyse the supply and the demand of collateral internally originated by the banking activity, the tools to manage both and the targets that should be aimed at.

Keywords: Collateral, FVA, LVA, LCR, Collateral Arbitrage, Dealing Room Organization, Pricing

JEL Classification: G12, G13

Suggested Citation

Castagna, Antonio, Collateral Management: Processes, Tools and Metrics (August 5, 2014). Available at SSRN: https://ssrn.com/abstract=2476294 or http://dx.doi.org/10.2139/ssrn.2476294

Antonio Castagna (Contact Author)

Iason Ltd. ( email )

7th Floor, Hume House
Dublin, 4
Ireland

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