Counterparty credit risk
Credit rating agencies: what are the alternatives for energy markets?
Original headline:
Repeated stumbles by the credit rating agencies have led risk managers to explore new ways of assessing counterparties. Alexander Osipovich examines the alternatives
Original headline:
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....
Original headline:
A debate over whether to include counterparty risk adjustments at the point of default is animating quants, but either of the obvious answers could exacerbate systemic risk. Laurie Carver introduces this...
Worried about regulation?
Read in-depth analysis of top regulatory issues today!
Find the information you need in articles from across Risk.net on Basel III, the Dodd-Frank Act, and Solvency II.
More Counterparty credit risk articles
Cutting Edge: the year of CVA
Original headline:
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....
Close-out convention tensions
Original headline:
There is an ambiguity in the market about the convention for valuing a derivative’s close-out value to be settled at default – in particular whether or not to include adjustments for the credit risk of the surviving party. Damiano Brigo and Massimo...
Marsh CRO: takeovers, outsourcing and technology are top op risks
Original headline:
Marsh's CRO Matt Kimber talks about his day-to-day operational risk challenges
Funding cost adjustments for derivatives
Original headline:
A paper discussing the relationship of the funding cost adjustment to the balance sheet and demonstrating two ways in which the funding cost adjustment can be eliminated
Basel proposals reduce need to sign guaranteed portability agreements
Published online only
Changes to bank capital rules on CCP exposures remove the need for bank clients to enter into contractual agreements to port trades to other clearing members
CCP capital rules could discourage client clearing, critics claim
Published online only
Revised Basel rules provide little capital incentive for clearing members to clear trades on behalf of clients, bankers argue
Energy players assess MF Global fallout
Published online only
MF Global’s bankruptcy is unlikely to significantly impact commodity markets, participants say, but could affect the Dodd-Frank rule-making process
Forgot your Risk.net password?
Renew your password now!
Make sure you don't miss a day of Risk.net's essential content. Refresh your password today online!
Related conferences
-
Risk South Africa
South Africa, 28th - 2nd Mar 2012
-
OpRisk North America 2012
USA, 20th - 23rd Mar 2012
-
Risk Annual Summit
UK, 20th - 23rd Mar 2012
-
Risk & Return Россия 2012
Russia, 25th Apr 2012
-
Risk and Return Russia
Russia, 25th Apr 2012
Related training
-
Nexus-Risk Training
USA, 26th Oct 2012
-
Marcello Minenna on Derivative Pricing and Model Calibration: Tools and Techniques
UK, 15th - 17th Feb 2012
-
Basel 2.5 to Basel III: Challenges and Objectives for Risk Management
UK, 16th - 17th Feb 2012
-
Basel 2.5 to Basel III: Challenges and Objectives for Risk Management
USA, 23rd - 24th Feb 2012
-
Patrick Hagan on Fixed Income
UK, 23rd - 24th Feb 2012
Updating your subscription status 
Email alerts
Weekly poll
Technology white papers
Related Jobs
