Credit valuation adjustment (CVA)
Coping with the new CVA challenges
Countering the credit challenge
Basel Committee under time pressure
Time is on the slide
CVA and the equivalent bond
CVA and the equivalent bond
Basel Committee to rethink CVA capital charge
Regulators might adapt the bond-equivalent approach amid claims the methodology will lead to perverse incentives
Basel Committee revises proposals for capital charge on counterparty risk
The Basel Committee on Banking Supervision has adapted its proposals for a capital charge on counterparty risk following industry feedback, but banks were hoping supervisors would go further. By Mark Pengelly