Counterparty risk
Banks criticise plan to deduct DVA from equity capital
Comment letters from Isda and Bank of Montreal argue Basel Committee proposal on DVA deductions goes too far
Danish and Latvian debt offices weigh two-way collateral
The costs of transacting swaps with one-way CSAs mean more debt offices could join Hungary, Ireland, Portugal and Sweden
Tri-party repo taskforce to disband without delivering key reform
The New York Fed's concerns about intra-day credit should be tackled by JP Morgan, BNY Mellon and DTCC, an industry taskforce concludes
No nosedive: markets could defy doom-mongers
Challenging the doom-mongers
Conversion of upfront CVA into running CVA
Conversion of upfront CVA into running CVA
Risk-based capital regimes in Asia need work – Sigurd Volk profile
Asia’s risk assessor
Editorial: The spotlight turns to funding
Editor's letter
Structured products house of the year: BNP Paribas
Risk awards 2012
Credit portfolio manager of the year: JP Morgan
Risk awards 2012
Risk.net: Top 15 stories of 2011
Derivatives pricing, collateral and Basel 2.5 and Basel III are the most read stories of 2011
Quants call for Isda to clarify close-out values
Leading quants highlight ambiguity in Isda master agreement - but warn that resolving the issue could worsen systemic risk
Cutting Edge introduction: clarity needed on credit adjustments
Credit and credibility
Cutting Edge: the year of CVA
The year of CVA
Illiquidity holding back CCDS, despite Basel III endorsement
Where is the liquidity?
In defence of cross-product margining
In defence of cross-product margining
Getting CVA up and running
Getting CVA up and running
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'
CVA's cousin: Dealers try to value early termination clauses
Adjustment anxiety
CVA hedging: a false sense of security
Quo vadis, CVA?
Basel III charge could spur interest in CCDS
Development of CCDS could be pushed ahead by Basel III CVA charge, suggest market participants
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
Sovereign volatility puts Basel III CVA charge in spotlight
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
Lamb discusses CME Clearing Europe's goals
A clear goal