Insurers could withstand Greek and Italian default, says Fitch Ratings
Absence of a standard approach is stifling attempts to value termination clauses, dealers complain
Follow the leader?
New CSA, new challenge
Quo vadis, CVA?
An implementation plan for the new standard CSA is set to be reviewed by the Isda board in September, with a first-phase roll-out expected as early as the second quarter of 2012
After the financial crisis of 2008–9, authorities needed to 'rehabilitate' corporate debtors to improve their creditworthiness. Why have they failed?
Development of CCDS could be pushed ahead by Basel III CVA charge, suggest market participants
The NTMA follows Portugal's debt office in adopting two-way collateralisation - but unlike Portugal it appears it will have to post cash
Time is money: mitigating delivery risk
A new focus for credit
Jack of all trades
European bank sovereign derivatives exposures revealed
Europe in wonderland
Pension funds and investment firms highlight inflation, interest rate and currency risks of US default in open letters to President Obama
Counterparty risk capital and CVA
Almost half of poll respondents believe Greece will undergo an orderly restructuring in the short term, perhaps leading to a selective default
US mortgage giant says segregating variation margin will hurt FHFA- and FCA-regulated entities, and create new funding obligations for swap dealers
Credit goes back to basics