Are insurance companies prepared for a collateral seismic shift?

BRATISLAVA, Slovakia - Sept. 24, 2013 - PRLog -- Labelling the move from off-market, an over-the-counter environment into a listed and centrally cleared one as a seismic shift, the survey also showed that half (50%) of the respondents believed their organisation would increase its use of derivatives in the years to come. Only a mere thirteen percent believed that they would meet the new collateral requirements regarding assets in their investment portfolios.

The output – the Collateral Management Survey 2012 paper, also discusses surveyed companies' asset allocation, use of derivatives, impact of central clearing, collateral optimization clearing as well as opportunities for income generation. Download it HERE for detailed results.

These topics will also be in the spotlight at Fleming Europe's 7th Annual Collateral Management Forum (http://finance.flemingeurope.com/collateral-management?utm_source=internal_PRarticle&utm_medium=PR+article&utm_campaign=BAFC193_PRarticle+(survey)_main), which will be taking place in Amsterdam on October 9 – 11, 2013 with BNY Mellon as one of its Silver Plus sponsors. Together with 16 other sponsors and endorsing partners, as well as 26 media partners, we will be hosting delegates from over 70 companies at Europe's largest event focused solely on collateral management.

Listen to collateral heads and experts from companies such as UBS, HSBC, Bank for International Settlements, ECB, GDF Suez, Deutsche Bundesbank and many more. Meet your colleagues from central banks and governmental authorities; asset managers, investment banks and custodians; energy traders; CCPs and post-trade service providers as well as from international financial institutions. And you'll still have over 7 hours left for connecting and debating!

DOWNLOAD THE PROGRAM (http://finance.flemingeurope.com/collateral-management/re...)