counterparty risk
Sponsored statement: Eurex Clearing – a driving force for safer markets
The popularity of the clearing house is on the rise. While the financial crisis caused massive fallout on the bilaterally cleared over-the-counter (OTC) side, exchange-traded and centrally cleared derivatives escaped with barely a scratch. Since then, growing clearing volumes point to the clearing...
Sponsored roundtable: Mitigating risk through the use of ETFs
Representatives from Amundi ETF and UniCredit put forward their views recently to Risk on the use of exchange-traded funds and exchanges, their role and potential in bringing liquidity and mitigating...
Uncertain liquidity ratios
Like their counterparts elsewhere, South African banks are bracing themselves for a round of changes to Basel II rules. But it is the implications for liquidity and not capital that most concern market...
Bilateral counterparty risk with application to CDSs
Previous research on credit valuation adjustments (CVAs) with correlation between underlying and counterparty default, including volatilities of both, assumed unilateral default risk. However, the crisis...
Life settlement funds hit Asia
Asian institutions have started to invest in life settlement funds and the market is being tipped for further growth. Life settlement funds are pools of life policies sold on by their original policyholders...
Hedge funds using multiple brokers to reduce risk
Hedge fund managers are increasing the number of prime brokers with whom they work to reduce counterparty risk, as well as making other operational changes to reduce risk and attract investors, according...
Counterparty charge an act too far?
The Basel Committee shocked many bankers in December by unleashing proposals to significantly increase capital requirements for counterparty risk exposures. But industry participants argue the measures...
The hedge costs explosion
High volatility in foreign exchange markets over the past year has forced many corporates to reassess their hedge books. A number of banks have increased their advisory services to help companies conduct...
Morgan Stanley uses G7 bonds to guarantee fund
Morgan Stanley has announced plans to launch a five-year income fund based on the FTSE 100 index, using G7 government bonds to mitigate the counterparty risk. The FTSE 100 Accumulated Income Fund 1...
Basel changes stun bankers
Despite a year or so of conjecture and debate, the Basel Committee on Banking Supervision still managed to spring a few surprises when it published proposals for a major overhaul of bank regulation...
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