Counterparty credit risk
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
ETF players plan association to counter regulatory concerns
Lyxor and Deutsche Bank invite other European ETF providers to join a conference call next week to discuss the setting up of a new industry body
Small Asian companies exposed to commodity derivatives margin calls
Meeting the calls
Profile: Diana Higgins, Director Crediten
Turning points: Diana Higgins, Director, Crediten
Collateral management: Firms face up to regulatory challenge
Balancing the books
Structured products versus ETFs: Which is best?
Blurring the boundaries
Technology vendor rankings 2011: The results
Technology triumphs
Trade of the month: Counterparty risk
Trade of the month: Counterparty risk