European capital rules could squash CVA feedback loop
Eurex Clearing plans to be the first OTC clearer to offer full segregation of collateral when it launches in March - demand has risen since MF Global collapse
More Credit risk articles
The expectation that Standard & Poor’s decision to downgrade France and Austria will have a knock-on impact on the EFSF will not deter further Japanese investment in its bonds, says Japanese offic...
Generali subsidiaries and Groupama receive downgrades; Aviva placed under review
Credit and credibility
Banks in Asia-Pacific complain about dollar dominance in new standard CSA – prompting Isda to rethink its plans
Omnibus structure meant clearing clients of MF Global outside the US were asked to double up on collateral payments. Use of the structure for OTC markets is now in doubt
Coming up with the money
Junk-rated export lender says it has enough reserve liquidity to meet obligations while it is being wound up - but dealers are not convinced
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.