Large Bank Examination Workshop February 2026

Products Requiring Collateral • Repurchase agreements (Repos) • Exchange-traded and cleared derivatives • Securities borrowing and lending agreements • FX margining • Bank loans and lines of credit

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What are the Risks in Collateral Management

Market

Credit

• Market risk (interest rate/foreign exchange) • Correlation of assets

• Credit risk • Concentration of assets • Ratings grouping

Legal

Operational

• Monitoring • Settlement • Custody

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© Global Financial Markets Institute Inc.

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