Bilateral netting - the consolidation of all swap agreements between two counterparties into one master agreement. The result is that if one counterparty bankrupts, that counterparty cannot seek to ...

This content has been selected, created and edited by the Finextra editorial team based upon its relevance and interest to our community. CLS says it wants to use its position to standardise and ...

The cost of trading bilateral derivatives could be less than its central cleared equivalent despite new and stringent margin requirements, new research has found. Regulators are looking to discourage ...