Credit valuation adjustment (CVA)
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...
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 protes...
More Credit valuation adjustment (CVA) articles
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
Respondents to Risk España’s survey expect to see declines in over-the-counter derivative volumes as a result of regulation and believe less than half the OTC market’s total notional value will...
Regulatory change will force firms to alter their behaviour, and their technology platforms need to keep pace
Three quarters of survey respondents believe regulators should copy the European Union’s CVA exemptions for trades with corporates, pension funds and sovereigns
Bilateral CVA of optional early termination clauses
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