Details

  • Service: Advisory, Risk Consulting, Financial Risk Management
  • Industry: Financial Services
  • Type: Business and industry issue
  • Date: 11/2/2011

New valuation and pricing approaches for derivatives in the wake of the financial crisis 

In the wake of the financial crisis, banks need to rethink their pricing, valuation and transfer pricing. The ‘old’ derivatives valuation framework with one master swap curve for discounting and projection of forward rates no longer applies. In particular, the crisis revealed differences in value between collateralized and uncollateralized trades, which were negligible before.
New valuation and pricing approaches
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The relevance of CSA and funding related valuations originates from fundamental changes in the markets since the beginning of the financial crisis. As a result of high regulatory pressure to move to central clearing, and the adoption of CSA discounting by central clearing services, this underpins a fundamental shift in favor of this approach.


This report takes an in-depth look at the findings of the KPMG industry survey on CSA and funding cost related discounting, as well as the transfer pricing and risk management issue arising from the transition to the new discounting regime. The results show that CSA discounting has become the market standard for pricing collateralized deals, and will become the market standard for valuation at trade level.

 

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