Credit valuation adjustment (cva)
Hedges worked as capital mitigant, but generated an accounting loss, bank says
EBA surprises industry with eleventh-hour guidance that spread simulations – not just initial levels – should account for rating, region and sector
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Credit valuation adjustment (cva) articles
Nobody likes a teacher’s pet – sitting at the front of the class, bolt upright, with a correct answer for every question and a spotless attendance and conduct record, making everyone else look like a moon-eyed ninny. If there is an equivalent in...
Europe’s credit valuation adjustment exemption was the outcome of a protracted legislative debate, but it may prove to be the end of a chapter, rather than the end of the story. As US banks protest and supervisors review the issue, a number of problems...
The decision by European legislators to exempt EU banks from the CVA capital charge when trading with certain counterparties has infuriated regulators at home and abroad. Nick Sawyer discusses the issue with Duncan Wood
Risk-weighted assets at Royal Bank of Scotland would have been £36 billion lower if exemption agreed earlier this year had been recognised
Supervisors ‘should accept the legislation that the council and the parliament in their wisdom have decided upon’, warns MEP
Commodity businesses must have broad client base to absorb increased regulatory costs, says JP Morgan commodities head
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
USA, 9th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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