Counterparty
Catley Lakeman – ‘keeping the banks honest’
Catley Lakeman acts as a go-between for banks and asset management companies looking to buy their structured products. Vita Millers talks to founding partner Russell Catley
Banks must be aware of the risks of data transfer, conference is warned
Ron BerndsenDe Nederlandsche Bank and University of Tilburg In this letter in the second issue of The Journal of Financial Market Infrastructures I would like to focus on the so-called interdependencies...
Don't get left behind
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 Counterparty articles
Cooking with collateral
In the wake of the crisis, the traditional assumption of a risk-free counterparty and rate has been shown to be false, yet it still underpins finance theory. Vladimir Piterbarg develops theoretical foundations for a model of an economy without a risk-free...
Belgian private banks shy away from structured products
Extracting value from high-net-worth investors became a priority for Belgian banks in response to the Financial Services and Markets Authority's moratorium, but as mounting regulatory pressure spooks investors, private banks are bringing their structured...
Corporates fear CVA charge will make hedging too expensive
Uncollateralised trades will consume up to four times more capital under Basel III, dealers say. If that translates into a similar jump in pricing, corporates believe they may have to hedge less. Michael Watt reports
CVA's cousin: Dealers try to value early termination clauses
Much of the talk about counterparty risk has concentrated on tweaks due to default expectations – credit and debit value adjustments – but there are other legal loopholes that allow counterparties to terminate trades. One in particular – using credit...
Vote now for the Risk Australia rankings 2011
Choose your top three counterparty dealers in order of preference in the following five product categories: interest rate, currency, commodity, equity and credit derivatives.
Q&A: Gary Germeroth, chief risk officer at Calpine
Gary Germeroth, chief risk officer at US independent power producer Calpine, speaks to Pauline McCallion about the company, Dodd-Frank regulation and managing the risks related to renewable energy generation
Risky funding with counterparty and liquidity charges
Standard techniques for incorporating liquidity costs into the fair value of derivatives produce counter-intuitive results when the credit risk of the counterparty and the investor are added to the picture. Here, Massimo Morini and Andrea Prampolini show...
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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Risk OTC Derivatives Clearing Summit
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What’s next for fixed-income ETFs and structured products?
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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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