Coping with the new CVA challenges

Banks in Asia are moving to bolster their approaches to improving counterparty risk management processes and systems, including managing pre-deal exposures and introducing CVA. Clive Davidson reports

During the financial crisis two years ago, when it became clear some institutions were not going to survive, banks scrambled to check their total exposure to the threatened entities. To the dismay of many senior managers, and the alarm of regulators, many banks simply could not pull together their exposure information without enormous time-consuming effort. “The demise of Lehman Brothers was a wake-up call, as some Asian banks took days if not weeks to find out what their net exposure to Lehman

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