Debit valuation adjustment (DVA)
Comment letters from Isda and Bank of Montreal argue Basel Committee proposal on DVA deductions goes too far
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Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
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.