Counterparty risk
Tri-party repo taskforce to disband without delivering key reform
The New York Fed's concerns about intra-day credit should be tackled by JP Morgan, BNY Mellon and DTCC, an industry taskforce concludes
Markets face a testing 2012 – but Stephen Blyth argues they are better-equipped to cope than in 2008
The credit value adjustment that crystallises counterparty risk in a derivatives price is generally thought of as an upfront payment, but could equally well be converted into a running premium in appropriate...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
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Risk-based capital regimes in Asia need work – Sigurd Volk profile
The regional chief risk officer at Allianz Asia-Pacific on the twin challenges for insurers of the introduction of risk-based capital frameworks in the region, and an ongoing low interest rate environment
Editorial: The spotlight turns to funding
The obsession with counterparty credit risk will continue this year, despite the fact that none of the contributors to this year's market outlook cover story believe any of the major banks will go bankrupt. Rather than a cryptic allusion to the need to...
Structured products house of the year: BNP Paribas
The eurozone sovereign debt crisis has focused the minds of structured products investors on counterparty risk. Concerns about the size of sovereign debt holdings, as well as access to US dollar funding, has pushed the credit default swap (CDS) spreads...
Credit portfolio manager of the year: JP Morgan
Being asked to achieve more with fewer resources is a common gripe in any walk of life – but increasingly so for credit portfolio managers. The past 12 months saw them having to manage the shifting risk profiles associated with the eurozone debt crisis,...
Risk.net: Top 15 stories of 2011
Derivatives pricing, collateral and Basel 2.5 and Basel III are the most read stories of 2011
Quants call for Isda to clarify close-out values
Leading quants highlight ambiguity in Isda master agreement - but warn that resolving the issue could worsen systemic risk
Illiquidity holding back CCDS, despite Basel III endorsement
Basel III allows contingent credit default swaps (CCDSs) to be used as a mitigant when calculating credit value adjustment. Advocates of CCDSs hope that will give the market some momentum – but others say the product will continue to suffer from a shortage...
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.
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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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