Wrong-way exposures
2012: another year of living dangerously
Original headline:
It is always possible to envisage threats to economic and political stability, but the next 12 months look likely to harbour many unhappy surprises, says David Rowe
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Clearer's plans to create a special membership category for central banks and other sovereigns could undermine CCPs' risk-mutualisation model, rivals claim
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European financial markets have been turned upside down by the sovereign debt crisis, with eurozone government bonds no longer regarded as completely risk-free. As a result, dealers are more wary of the...
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More Wrong-way exposures articles
Concerns grow on correlation of derivatives collateral
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Sovereign debt crisis raises fears about correlation of derivative collateral denominated in domestic currencies
Calculating with counterparties
Original headline:
There is growing interest in calculating counterparty creditexposure, especially on derivatives transactions. Manyfinancial institutions have begun to compute these exposuresregularly, to help determine credit lines and toprice the cost of credit. Often...
Wrong-way exposure
Original headline:
Unlike loans, swaps and other forward trades have uncertaincredit exposure that depends on the movementof market rates. To place these deals on a comparablebasis to loans, we need to determine the expectedexposure to the counterparty for each futureperiod.1...
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