Basel iii
The CVA-CDS feedback loop
Dealers claim regulators have cooked up a pro-cyclical credit value adjustment (CVA) capital charge that encourages CVA desks to buy credit default swap protection as a hedge. This could push spreads wider,...
Banks are gearing up to meet strict new Basel III rules on counterparty credit risk, including a new charge for credit value adjustment, as well as the Basel 2.5 package of market risk capital amendments....
New regulations have forced financial services firms to get to grips with counterparty credit risk and credit value adjustment, the liquidity coverage and net stable funding ratios, and electronic trading,...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Basel iii articles
Profile: OCC's Walsh on Volcker rule leaks, Dodd-Frank divergence and...
The US Office of the Comptroller of the Currency has been working closely with other US supervisors to draw up new regulation related to the Dodd-Frank Act – but the various agencies don’t always see eye to eye on how best to proceed. Acting comptroller...
Review of 2011: collateral, capital and chaos
Whether pricing a plain vanilla swap or agreeing to raise the US debt ceiling, apparently simple acts proved surprisingly difficult this year. Risk magazine staff look back at some of the year’s big stories
Cutting Edge: the year of CVA
With derivatives counterparty risk rocketing up the agenda this year, researchers have tried to shed some light on the associated challenges - from capital calculation to pricing - as the annual round-up of Risk's technical papers and citations shows....
Sponsored forum: US inflation derivatives
There continues to be uncertainty about the direction of US inflation, particularly given the latest attempts by the Federal Reserve to stimulate growth, known as Operation Twist. This uncertainty is encouraging a broader range of investors and hedgers...
ORR's top 10 operational risk concerns in 2012
Regulatory overhaul, economic crisis and rising crime - 2012 will be a busy year for op risk
Eksportfinans faces collateral questions following downgrade
Junk-rated export lender says it has enough reserve liquidity to meet obligations while it is being wound up - but dealers are not convinced
Risk.net poll: global Sifi status is desirable, say 31% of respondents
Nearly a third of respondents to a Risk.net poll see advantages in being labelled a global systemically important financial institution
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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