Counterparty credit risk
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
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
Legal patchwork inhibits progress on derivatives counterparty disclosure
New regulatory fixes only a partial solution as industry anticipates jurisdiction shopping by secretive clients
ECB overnight lending rockets to 19-month high
Banks’ borrowing from the European Central Bank’s marginal lending facility climbs to $21 billion on Wednesday; sudden move has sparked speculation on bank troubles, analysts say
Fed’s Tarullo outlines OTC derivatives reform agenda
Federal Reserve governor Daniel Tarullo stresses importance of central counterparties, close scrutiny of market participants
Counterparty risk management at Asian asset managers found wanting
Institutional investors in Asia have some way to go to meet on-going regulatory requirements as set out by Dodd-Frank, the European Commission and other initiatives aimed at mitigating risks inherent with over-the-counter derivatives, a BNY Mellon survey…
The art of securitising CVA
Securitising CVA
Confusion over CCP default fund charge
CCP charge confusion
Fair-value accounting for CVA, part two
Fair-value accounting for CVA
Users of OTC derivatives are not prepared for regulatory onslaught
The raft of new regulations on OTC derivatives will be problematic for buy-side firms, says new report
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
Structured Products Europe: Simple still works
Simple still works
Basel Committee tweaks counterparty risk rules
Basel Committee makes alterations to counterparty credit risk rules
Fair-value accounting for CVA
Fair-value accounting for CVA
The impact of Basel III on systemic risk and counterparty risk
Market analysis: Basel III
Credit derivatives house of the year: Credit Suisse
Risk awards 2011
Structured products house of the year: BNP Paribas
Risk awards 2011
Regulations rocked: UK industry argues for realistic labelling
Label with care
Risk Italia Rankings 2010
A twist in the tail