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April 27, 2013

Isda AGM: Industry to address negative interest rates under CSA – Risk.net

With OIS rates below low, in some cases the interest on your cash posted under a CSA can go negative, i.e. you pay to post. ISDA has been working on a clarification on this, and might issues a protocol. On the other hand it might mean a re-papering exercise for customised CSAs. Isda AGM: Industry to address negative interest rates under CSA – Risk.net.


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