Credit valuation adjustment (CVA)
Impact of regulatory reform only 50% understood, warns KPMG's Topping
A substantial amount of the regulatory reform sweeping the US and Europe is still little understood and Asian institutions have yet to get to grips with the full impact of these changes, say speakers at industry event in Hong Kong. Intra-day data and new…
Technology innovation of the year
Technology innovation of the year
Supervisors on the tracks of shadow banks
Chasing shadows
Quants continue to criticise counterparty risk measures
Adjusting the adjustments
Risk Europe: Tweaks to Basel III will raise deadline pressure for banks
Changes to the detail of Basel III will make timely implementation a challenge, say attendees at Risk Europe
Risky funding with counterparty and liquidity charges
Risky funding with counterparty and liquidity charges
Funding and pricing OTC derivatives proves treacherous in Australia
Treacherous path ahead
Technology vendor rankings 2011: The results
Technology triumphs
Capturing credit correlation between counterparty and underlying
Capturing credit correlation between counterparty and underlying
Banks seek technology answers for Basel III
An uphill struggle
The end of the risk-free rate
The risk-free myth
Risky funding with counterparty and liquidity charges
Risky funding with counterparty and liquidity charges
Collateral could add billions to European debt figures
Swedish debt figures set to grow by Skr15 billion as country falls in line with EU guidelines on collateral reporting - Belgium resisting two-way CSA over possible debt impact
Regulation
Special report
The art of securitising CVA
Securitising CVA
Fair-value accounting for CVA, part two
Fair-value accounting for CVA
Revised CVA capital charge does not go far enough, say dealers
Modifications by the Basel Committee are welcomed, but further changes are needed, dealers claim
Basel Committee tweaks counterparty risk rules
Basel Committee makes alterations to counterparty credit risk rules
What Basel III means to us
What Basel III means to us
Fair-value accounting for CVA
Fair-value accounting for CVA
House of the year: Deutsche Bank
Risk awards 2011
Credit derivatives house of the year: Credit Suisse
Risk awards 2011