New York-based credit derivatives product company (CDPC) Primus Financial Products has restructured $1.2 billion of credit derivatives protection the firm had written referencing a monoline insurer.
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A group of dealers hoping to avoid the systemic implications of counterparty risk is working with the Clearing Corporation on establishing a central clearing house for certain credit derivatives pro...
A group of dealers hoping to avoid the systemic implications of counterparty risk are working with the Clearing Corporation on the establishment of a central clearing house for certain credit deriva...
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.