Credit valuation adjustment (cva)
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Credit valuation adjustment (cva) articles
Credit and credibility
Revised Basel rules provide little capital incentive for clearing members to clear trades on behalf of clients, bankers argue
A recipe for disaster?
Half a world away
Where is the liquidity?
“It’s good to have hard deadlines”
Even if CDS contracts are not triggered in Greek restructuring, Basel III's CVA charge ensures the market will live on - but episode raises fresh questions about design of capital framework, dealers...
Basel Committee is expected to consider wide range of topics, including VAR, liquidity, CVA and the line between banking and trading books - but overall capital requirements are not likely to change
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.