Counterparty credit risk
Corporates fear CVA charge will make hedging too expensive
Crunch time for corporates
South African banks grumble over credit pricing discrepancies
To charge, or not to charge?
Isda to review close-out value definitions
Absence of a standard approach is stifling attempts to value termination clauses, dealers complain
CVA's cousin: Dealers try to value early termination clauses
Adjustment anxiety
Irish debt office agrees to collateralise derivatives
The NTMA follows Portugal's debt office in adopting two-way collateralisation - but unlike Portugal it appears it will have to post cash
Managing oil and gas delivery risk
Time is money: mitigating delivery risk
The evolving credit function
A new focus for credit
Counterparty risk capital and CVA
Counterparty risk capital and CVA
CVA charge will hit sovereign exposures
Adjusting to change
Counterparty concerns: are they easing?
Credit where it's due
Real-time counterparty credit risk management in Monte Carlo
Real-time counterparty credit risk management in Monte Carlo
ETF players plan association to counter regulatory concerns
Lyxor and Deutsche Bank invite other European ETF providers to join a conference call next week to discuss the setting up of a new industry body
Small Asian companies exposed to commodity derivatives margin calls
Meeting the calls
Profile: Diana Higgins, Director Crediten
Turning points: Diana Higgins, Director, Crediten
Collateral management: Firms face up to regulatory challenge
Balancing the books
Structured products versus ETFs: Which is best?
Blurring the boundaries
Technology vendor rankings 2011: The results
Technology triumphs
Trade of the month: Counterparty risk
Trade of the month: Counterparty risk
A practical challenge for collateral optimisation
Collateral conundrum
Yen interbank funding market calm as government bond yields retrace
The reduced scale of hedge fund carry trade activities compared with previous crises such as the collapse of Lehman Brothers in 2008 has reined in potential increases in the yen libor rate and short-end JGBs.
Capturing credit correlation between counterparty and underlying
Capturing credit correlation between counterparty and underlying
Trade of the month: collateralisation
Trade of the month: collateralisation
ETFs and Indexing Report
Complexity for all
Risky funding with counterparty and liquidity charges
Risky funding with counterparty and liquidity charges