Risk.net: Top 15 stories of 2011


The problems caused by embedded optionality within the current credit support annex (CSA) were the subject of the biggest story of this year by page views on Risk.net. Stories on related topics – the discount rate used to value derivatives, CSAs and collateral – account for five of the top 10 stories of 2011.

Other major topics include Basel 2.5 and Basel III, while articles on credit value adjustment (CVA) – one of the most controversial elements of Basel III – also struck a chord with readers.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: