Counterparty credit risk
Cooking with collateral
Cooking with collateral
Cutting CVA's complexity
Cutting CVA's complexity
Model foundations of the Basel III standardised CVA charge
Model foundations of the Basel III standardised CVA charge
ETFs under the microscope
Under the microscope
Fund managers to increase ETP exposure, finds Lyxor survey
A survey from Lyxor finds that fund managers expect to increase their allocations to exchange-traded products over the next three years
Risk institutional investor rankings 2012
Deutsche on top
Synthetic ETF providers praised for counterparty risk efforts, but multiple model needs work
A Morningstar report says synthetic exchange-traded funds have made welcome strides in tackling counterparty risk, but transparency is still lacking in multiple counterparty ETFs
Sponsored feature: BNY Mellon
Putting cash to work – Now and post Solvency II
Pushing for break-clause capital relief
Break dancing
Downgrade termination costs
Downgrade termination costs
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
Credit rating agencies: what are the alternatives for energy markets?
Beyond the big three
Risk software survey 2011
Compliance is key
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
Marsh CRO: takeovers, outsourcing and technology are top op risks
On top of the ops
Funding cost adjustments for derivatives
Funding cost adjustments for derivatives
Basel proposals reduce need to sign guaranteed portability agreements
Changes to bank capital rules on CCP exposures remove the need for bank clients to enter into contractual agreements to port trades to other clearing members
CCP capital rules could discourage client clearing, critics claim
Revised Basel rules provide little capital incentive for clearing members to clear trades on behalf of clients, bankers argue
Energy players assess MF Global fallout
MF Global’s bankruptcy is unlikely to significantly impact commodity markets, participants say, but could affect the Dodd-Frank rule-making process
Cutting Edge introduction: the DVA debate
The DVA debate
In the balance
In the balance
EBA stress test: Santander’s sovereign swaps exposure not disclosed
Banco de España chose not to report Santander’s sovereign derivatives exposure to the EBA because it was 'not material'