Credit valuation adjustment (CVA)
Basel DVA capital deduction could cost banks billions
Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
Del Missier: "status quo won't work" for long-dated trades
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
European capital rules could squash CVA feedback loop
European capital rules could squash CVA feedback loop
Top CROs worry about Basel III consistency
A new research report published this month by Risk reveals that CROs at the world’s largest banks are worried about the consistency of Basel III rules
Conversion of upfront CVA into running CVA
Conversion of upfront CVA into running CVA
Hybrid correlation matrices
Hybrid correlation matrices
Credit portfolio manager of the year: JP Morgan
Risk awards 2012
Quants of the year: Jesper Andreasen and Brian Huge, Danske Bank
Risk awards 2012
Corporate risk manager of the year: Rolls-Royce
Risk awards 2012
Risk management technology product of the year: Quantifi
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
ACT warns of risks from regulation in 2012
Basel III and Emir could push companies out of Europe, predicts ACT deputy policy director
Asia Risk 2011 interdealer rankings: Dealers
The eurozone crisis has been the main driver of Asian markets in recent months, and with concerns about a possible break-up of the euro growing, end-users have been reluctant to invest. In what has been a tricky environment for dealers, market…
OECD debt offices call for derivatives collateral debate
New report calls for debt offices to weigh the pros and cons of two-way collateral and clearing
The CVA-CDS feedback loop
The CVA-CDS feedback loop
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
Corporates complain about transparency of unwinds
Wound up by unwinds
Risk software survey 2011
Compliance is key
Review of 2011: collateral, capital and chaos
Collateral, capital and chaos
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
Funding cost adjustments for derivatives
Funding cost adjustments for derivatives