We extend the work of Hull and White and Kettunen and Meissner and build a credit default swap (CDS) pricing model that includes default intensities and default correlation of all three involved entities,...
Banks must be aware of the risks of data transfer, conference is warned
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
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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 spook...
Crunch time for corporates
Risky funding with counterparty and liquidity charges
The UK's financial regulator is considering strengthening its regulation of all kinds of exchange-traded products because of their increasing complexity
New regulatory fixes only a partial solution as industry anticipates jurisdiction shopping by secretive clients
BNP Paribas launches Russian stock dividend futures in London
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.