Debit Valuation Adjustment (Dva)
Comment letters from Isda and Bank of Montreal argue Basel Committee proposal on DVA deductions goes too far
Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Credit and credibility
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.