Credit valuation adjustment (cva)
Trading and risk systems have been updated over the past year to reflect the growing need for regulatory solutions, as well as the new pricing complexity associated with collateral-based discounting. By...
Spending on IT systems is still rising to meet new regulatory demands, with credit risk growing as a priority. Michael Watt reports
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
More Credit valuation adjustment (cva) articles
Papers published in Risk this year touched on a diverse range of topics. Laurie Carver provides an overview and introduces the annual round-up of citations
Proposed rules could result in relatively vanilla forex products attracting disproportionate margin and capital requirements, says BoE FX division head
The European Parliament is poised to defend a CVA exemption for trades with corporate and sovereign entities, as negotiations enter the final stages
The critical importance of counterparty risk management was demonstrated by the bankruptcy of Lehman Brothers in September 2008. In response, banks and other energy market participants have been trying hard to improve their game. Gillian Carr reports...
In their previous article, Carlos Blanco and Michael Pierce introduced the concept of credit valuation adjustment (CVA). In this next instalment, they explore CVA allocation methods and discuss alternative structures using CVA to set limits, credit charges...
Regulation, accounting standards and greater demand for transparency in product pricing have led technology companies to seek new ways to provide underlying data and analytics. But is there such a thing as too much information? Vita Millers reports
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.
Hong Kong, 1st - 31st Dec 2014
Japan, 24th Apr 2014
Japan, 24th Apr 2014
USA, 30th Apr 2014
USA, 8th - 9th May 2014