Counterparty risk
Dealers push for further CVA amendments under Basel III
Adjusting the adjustments
Industry models not sufficiently developed to calculate CVA charge, says Basel Committee
Basel Committee sticks to its decision not to allow banks to use their own models to calculate the CVA capital charge under Basel III
Dealers fight back amid ETF regulatory scrutiny
Holding back the regulatory tide
Collateral: look, but don’t touch
Collateral: look, but don’t touch
Quants continue to criticise counterparty risk measures
Adjusting the adjustments
Planning for bankruptcy of a major counterparty
Backup plan
BIS survey shows OTC market levelling off
Notional volume and credit exposures are growing more slowly, latest market data shows.
Singapore conference report
Eastern promise
Sponsored educational feature: Counterparty credit risk in portfolio risk management
Counterparty credit risk in portfolio risk management