Credit value adjustment (cva)
Dealers pitch loan format for swaps as CVA dodge
Published online only
Source: Risk magazine
Banks are offering to replicate the economics of OTC swaps in loan format - avoiding new capital and clearing rules
Published online only
Source: Risk magazine
Two-thirds of respondents think trades with corporates should be exempt from Basel III's CVA capital charge
Original headline:
Source: Risk magazine
Sovereign derivatives users have historically refused to post collateral, but this is creating huge funding and capital obligations for banks. Higher prices have forced some sovereigns to change tack –...
Worried about regulation?
Read in-depth analysis of top regulatory issues today!
Find the information you need in articles from across Risk.net on Basel III, the Dodd-Frank Act, and Solvency II.
More Credit value adjustment (cva) articles
Sponsored statement: Goldman Sachs
Original headline:
Source: Asia Risk
The financial crisis in 2007–2008 has led to more accurate pricing of wrong-way credit valuation adjustment
To clear or not to clear? Corporates urged to weigh options
Published online only
Source: Risk magazine
Despite hard-won exemptions, corporates should consider the pros and cons of clearing, according to panellists at an ACT event - but treasurers remain unconvinced
Banks look to cut corners on CVA computation
Original headline:
Source: Risk magazine
Calculating credit value adjustment correctly for exotic instruments can require the simulation of scenarios within scenarios – and today’s computers may not be up to it. As a result, banks are looking for short cuts, and they may be able to learn...
Italy could face more swap terminations
Published online only
Source: Risk magazine
Italian politicians claim Morgan Stanley's swap termination in January will be a one-off - but dealers say Italy's debt office is subject to other clauses that could have the same effect
Risk Annual Summit: CVA rethink needed, says HSBC risk specialist
Published online only
Source: Risk magazine
Market risk hedges should be recognised when calculating CVA capital charge, says HSBC market risk modelling head
Risk Annual Summit: Deutsche credit risk head questions CRD IV timeline...
Published online only
Source: Risk magazine
Banks have nine months until elements of Basel III are due to come into force, but details of implementing legislation are still being debated
New CRD IV draft exempts sovereign trades from CVA capital charge
Published online only
Source: Risk magazine
The latest council draft adds a CVA capital charge exemption for sovereign derivatives transactions – potentially removing one of the big unintended consequences of CRD IV, participants say
Forgot your Risk.net password?
Renew your password now!
Make sure you don't miss a day of Risk.net's essential content. Refresh your password today online!
Related conferences
-
Risk & Return Brasil
Brazil, 30th May 2012
-
Risk & Return Brazil
Brazil, 30th May 2012
-
CRO Forum Asia 2012
Singapore, 30th - 31st May 2012
-
FX Week China 2012 - CN
China, 12th Jun 2012
-
Risk & Return Canada
Canada, 20th Jun 2012
Related training
-
Nexus-Risk Training
USA, 26th Oct 2012
-
Operational Risk Management for Energy Companies
UK, 29th - 30th May 2012
-
CVA & DVA risk and return strategies
UK, 18th Jun 2012
-
Central Clearing in Canada: 2012 and Beyond
Canada, 22nd Jun 2012
-
CVA & DVA risk and return strategies
USA, 22nd Jun 2012
Updating your subscription status 
Email alerts
Weekly poll
Technology white papers
Related Jobs
