Credit valuation adjustment (CVA)
No exit: The problems facing UBS in its fixed income retreat
The stress of unwinding
Closing out DVA
Closing out DVA
Danish and Latvian debt offices move to two-way CSAs
Cheaper swaps prices have convinced two more DMOs to sign collateral agreements
A year of market movement and trading opportunities
Sponsored forum: US inflation derivatives
Closing out DVA
Closing out DVA
Replacing VAR, OIS discounting and the future of quant finance – the top stories of 2012
The Basel Committee’s proposal to scrap VAR and the move to OIS discounting struck a chord with Risk.net readers in 2012
Majority of firms expect to up IT spend in 2013
Nearly 60% of financial institutions say they will increase spending on technology next year – and new regulatory requirements are a big driver
Derivatives trader 2.0: Sun is setting on old-school risk-takers
Traders of the lost art
Risk software survey 2012
Coping with complexity
Risk technology rankings 2012
Breaking the banks?
Risk research: Almost 60% see increased IT spend in 2013
Expense makes sense
Cutting edge 2012: From stochastic volatility to shameful scams
From stochastic volatility to shameful scams
Uncleared FX not necessarily more risky, says BoE’s Cross
Proposed rules could result in relatively vanilla forex products attracting disproportionate margin and capital requirements, says BoE FX division head
European Parliament poised to defend corporate CVA exemption
The European Parliament is poised to defend a CVA exemption for trades with corporate and sovereign entities, as negotiations enter the final stages
Energy market focuses on counterparty risk
Avoiding counterparty meltdown
DVA: a 'shameful scam'
DVA: a ‘shameful scam’
Using credit valuation adjustment to set limits
Credit valuation adjustment for energy and commodity derivatives: part two
The pricing paradox
The pricing paradox
Credit valuation adjustment for energy and commodity derivatives
Calculating CVA at trade and portfolio levels
Technology innovation: Numerix
Structured Products Asia Awards 2012
In defence of FVA – a response to Hull and White
In defence of FVA
Traders close ranks against FVA critics
Traders v. theorists