Counterparty credit risk
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
Basel proposals reduce need to sign guaranteed portability agreements
Changes to bank capital rules on CCP exposures remove the need for bank clients to enter into contractual agreements to port trades to other clearing members
CCP capital rules could discourage client clearing, critics claim
Revised Basel rules provide little capital incentive for clearing members to clear trades on behalf of clients, bankers argue
Energy players assess MF Global fallout
MF Global’s bankruptcy is unlikely to significantly impact commodity markets, participants say, but could affect the Dodd-Frank rule-making process
Cutting Edge introduction: the DVA debate
The DVA debate
In the balance
Christoph Burgard and Mats Kjaer discuss the relationship of the funding cost adjustment to the balance sheet
EBA stress test: Santander’s sovereign swaps exposure not disclosed
Banco de España chose not to report Santander’s sovereign derivatives exposure to the EBA because it was 'not material'
Corporates fear CVA charge will make hedging too expensive
Crunch time for corporates
South African banks grumble over credit pricing discrepancies
To charge, or not to charge?
Isda to review close-out value definitions
Absence of a standard approach is stifling attempts to value termination clauses, dealers complain
CVA's cousin: Dealers try to value early termination clauses
Adjustment anxiety
Irish debt office agrees to collateralise derivatives
The NTMA follows Portugal's debt office in adopting two-way collateralisation - but unlike Portugal it appears it will have to post cash
Managing oil and gas delivery risk
Time is money: mitigating delivery risk
The evolving credit function
A new focus for credit
Counterparty risk capital and CVA
Counterparty risk capital and CVA
CVA charge will hit sovereign exposures
Adjusting to change
Counterparty concerns: are they easing?
Credit where it's due
Real-time counterparty credit risk management in Monte Carlo
Real-time counterparty credit risk management in Monte Carlo