Counterparty risk
Hedge funds benefit from lower prime broker fees
Hedge funds can lock in favourable rates for prime brokerage services as competition forces banks to rethink pricing, says former BlackRock managing director David Geffen who now runs a consultancy
The top two banks in Spain retained their positions in this year’s Risk España rankings but, in a market where reality is beginning to bite, analysts are asking questions about their capital positions...
Outsourcers are taking a more collaborative approach, providing greater access to tailored services and specialist technology, leaving managers to concentrate on making money
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.
More Counterparty risk articles
Legal clouds hang over RWA-driven netting push
New capital requirements are making it more difficult for banks to trade with counterparties that are not covered by a netting opinion. That is spurring attempts to expand coverage, but can leave banks and lawyers on uncertain ground. By Lukas Becker...
Wrong-way risk, credit and funding
The risk of exposure and counterparty default probability both increasing – so-called wrong-way risk – is usually understood in terms of the correlation between the two variables. But this approach focuses more on the centre of the distribution. This...
Counterparty risk subject to additional termination event clauses
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 falls below the trigger level. Since credit default...
Basel Committee seeks netting-friendly replacement for CEM
Consultation on alternative to much-criticised current exposure method could start in June
New York Fed demands better management of FX risks
Greater use of capital and collateral to mitigate all risks relating to foreign exchange trading is crucial, warns head of financial market infrastructure at the New York Fed
Sponsored Q&A: Eurex Clearing
The introduction of exchange clearing for over–the–counter derivatives products opens up many opportunities for hedge funds as well as for those providing the services. Renaud Huck, senior vice president, head of UK institutional investor relations...
Closing out DVA
The choice of a close-out convention applicable on the default of a derivatives counterparty can have a significant effect on the credit and debit valuation adjustments, as can the order of defaults
How can investment banks use grid technology?
Learn how technology is enhancing risk management
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
Related conferences
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What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
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Quant Congress USA
USA, 17th - 19th Jul 2013
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Liquidity and Funding Risk
UK, 24th - 25th Sep 2013
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The OTC Derivatives Markets Conference
UK, 26th Sep 2013
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Risk USA
USA, 21st - 24th Oct 2013
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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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