Basel Committee sticks to its decision not to allow banks to use their own models to calculate the CVA capital charge under Basel III
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
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Resolution regimes rule, OK?
The SEC and EU have announced tough measures designed to limit the influence of credit ratings on the investment process. Credit magazine talks to the agencies about their efforts to restore their r...
Real-time counterparty credit risk management in Monte Carlo
The asset quality and capitalisation of New Zealand banks remains strong but dependence on wholesale funding is still a risk, say credit rating agencies.
Adjusting the adjustments
An analytical framework for credit portfolio risk measures
Fitch Ratings believes the cost of funding for Taiwanese banks could jump nearly 200 basis points should Taiwan or China property prices fall sharply. The country's banks are also prone to any slowd...
FSB warns of counterparty risk due to rapid growth of synthetic ETF market; also expresses concern about on-demand liquidity in stressed conditions, particularly linked with vertically integrated pr...
Hong Kong branches of Chinese commercial banks are increasingly lending US dollars to state-backed enterprises. The surge in dollar demand from Chinese corporates comes as lending is squeezed onshor...
Weaker clearing members could be overstretched by a crisis, dealers warn - but LCH.Clearnet and CME differ on the risk of wider access
Progress towards sovereign collateral posting has been slow. Now, US regulators are proposing to make it mandatory - for all non-US entities
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.