Carlos Blanco outlines an approach to counterparty risk using potential future exposure
This paper provides a framework for comparing linked and unlinked central counterparty (CCP) configurations in terms of total netting achieved by market participants and the total system default exposure...
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Counterparty exposure articles
The credit additional termination event (ATE) clause is a counterparty risk mitigant that allows banks to terminate and close out bilateral derivative contracts if the credit rating of the counterparty...
In the balance?
Federal Reserve proposals limiting counterparty risk could put RBS and the UK government in one pot – potentially forcing US banks to cut exposure to both
Aircraft, shipping and project finance all set to lose out as banks seek to constrain capital consumption, panellists warn
Credit and credibility
Banco de España chose not to report Santander’s sovereign derivatives exposure to the EBA because it was 'not material'
The NTMA follows Portugal's debt office in adopting two-way collateralisation - but unlike Portugal it appears it will have to post cash
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.