Basel Committee sticks to its decision not to allow banks to use their own models to calculate the CVA capital charge under Basel III
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Credit risk articles
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
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.