Risk.net: Top 15 stories of 2011
Derivatives pricing, collateral and Basel 2.5 and Basel III are the most read stories of 2011
The problems caused by embedded optionality within the current credit support annex (CSA) were the subject of the biggest story of this year by page views on Risk.net. Stories on related topics – the discount rate used to value derivatives, CSAs and collateral – account for five of the top 10 stories of 2011.
Other major topics include Basel 2.5 and Basel III, while articles on credit value adjustment (CVA) – one of the most controversial elements of Basel III – also struck a chord with readers
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