Counterparty risk
Risk institutional investor rankings 2012
Deutsche on top
A crisis of identity, part two
A crisis of identity, part two
Italy could face more swap terminations
Italian politicians claim Morgan Stanley's swap termination in January will be a one-off - but dealers say Italy's debt office is subject to other clauses that could have the same effect
Risk Annual Summit: Bank deleveraging 'might not be cyclical'
Aircraft, shipping and project finance all set to lose out as banks seek to constrain capital consumption, panellists warn
Show me the money: banks explore DVA hedging
Show me the money
Banks tout break clauses as capital mitigant
Breaking with tradition
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
Basel III allows contingent credit default swaps (CCDSs) to be used as a mitigant when calculating credit value adjustment. Advocates of CCDSs hope that will give the market some momentum – but others say the product will continue to suffer from a…
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