Credit valuation adjustment (cva)
Risk awards 2012
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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More Credit valuation adjustment (cva) articles
New report calls for debt offices to weigh the pros and cons of two-way collateral and clearing
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?
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.