As investment managers increase the sophistication of their derivatives strategies, multi-currency collateral management is becoming an important component of overall risk management.
In fact, accurately incorporating the FX exposure from multi-currency collateral management is now critical to gaining a comprehensive view of risk. However, many firms are unaware of their full exposure, because their derivative valuation and risk systems ignore the FX basis risk in their multi-currency collateral management strategies.
Download this ebook to learn why integrating FX collateral management into the derivative valuation and risk framework can help you achieve more accurate and comprehensive risk reports, better hedging and enhanced returns.