Counterparty credit risk
DVA for assets
DVA for assets
Closing out DVA
Closing out DVA
Energy market focuses on counterparty risk
Avoiding counterparty meltdown
High yield bond funds are an emerging risk: SFC video interview
Investors increasing their exposure to high yield bond funds is an area of concern, according to Bénédicte Nolens, head of risk and strategy at the Securities and Futures Commission
The impossibility of DVA replication
The impossibility of DVA replication
Structured Products Asia: Short-term opportunities in the spotlight
Short-term saviours
Cooking with collateral
Cooking with collateral
Cutting CVA's complexity
Cutting CVA's complexity
Model foundations of the Basel III standardised CVA charge
Model foundations of the Basel III standardised CVA charge
ETFs under the microscope
Under the microscope
Fund managers to increase ETP exposure, finds Lyxor survey
A survey from Lyxor finds that fund managers expect to increase their allocations to exchange-traded products over the next three years
Risk institutional investor rankings 2012
Deutsche on top
Synthetic ETF providers praised for counterparty risk efforts, but multiple model needs work
A Morningstar report says synthetic exchange-traded funds have made welcome strides in tackling counterparty risk, but transparency is still lacking in multiple counterparty ETFs
Sponsored feature: BNY Mellon
Putting cash to work – Now and post Solvency II
Pushing for break-clause capital relief
Break dancing
Downgrade termination costs
Downgrade termination costs
Basel DVA capital deduction could cost banks billions
Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
Credit rating agencies: what are the alternatives for energy markets?
Beyond the big three
Risk software survey 2011
Compliance is key
Cutting Edge introduction: clarity needed on credit adjustments
Credit and credibility
Cutting Edge: the year of CVA
The year of CVA
Close-out convention tensions
Close-out convention tensions
Marsh CRO: takeovers, outsourcing and technology are top op risks
On top of the ops
Funding cost adjustments for derivatives
Funding cost adjustments for derivatives