This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Credit valuation adjustment (CVA) articles
Basel Committee addresses long-standing complaints over default fund exposures and client clearing
The origins of CVA
Model foundations of the Basel III standardised CVA charge
BoE thought to be the first major central bank to change policy on collateralisation as it seeks to reduce dealer funding charges
Two-thirds of respondents think trades with corporates should be exempt from Basel III's CVA capital charge
Despite hard-won exemptions, corporates should consider the pros and cons of clearing, according to panellists at an ACT event - but treasurers remain unconvinced
Market risk hedges should be recognised when calculating CVA capital charge, says HSBC market risk modelling head
Banks have nine months until elements of Basel III are due to come into force, but details of implementing legislation are still being debated
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.