Credit valuation adjustment (cva)
New report calls for debt offices to weigh the pros and cons of two-way collateral and clearing
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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...
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.