Credit valuation adjustment (CVA)
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...
More Credit valuation adjustment (CVA) articles
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
The move by European authorities to exempt European banks from holding CVA capital should be matched by regulators in Asia, according to senior bankers in the region
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...
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