Helen Bartholomew (Risk.net)
01/06/2022

Media Coverage | A SwapAgent-bilat basis? Not for now

 

Andrew Williams, CEO, speaks with Risk.net to discuss the surge in cross-currency swap volumes at SwapAgent and the capital benefits that may change under SA-CCR.

“We are moving FX risk into SwapAgent. If you have an outright FX position in your bilateral portfolio, you can move that into your SwapAgent portfolio, net down the risk and reduce your capital requirements. We’re doing that today,” says Andrew Williams, chief executive of Quantile.

 

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