OTC derivatives supplement


There are increasing signs that the dream of developing a globally consistent set of derivatives and bank capital rules will be just that – a dream. Whether it is the European exemption from the credit valuation adjustment capital charge, various attempts by national supervisors to clamp down on modelling freedoms applied by their banks, or the slow creep of the Dodd-Frank Act beyond the shores of the US, there is growing evidence that regulators will do whatever they think is right for their ow

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: