Credit valuation adjustment (CVA)
Pushing for break-clause capital relief
Break dancing
Show me the money: banks explore DVA hedging
Show me the money
More sovereigns edge towards two-way CSAs - and clearing
Towards two-way CSAs
Structured Products Technology Rankings 2012
Shuffling the pack
Banks criticise plan to deduct DVA from equity capital
Comment letters from Isda and Bank of Montreal argue Basel Committee proposal on DVA deductions goes too far
Danish and Latvian debt offices weigh two-way collateral
The costs of transacting swaps with one-way CSAs mean more debt offices could join Hungary, Ireland, Portugal and Sweden
Downgrade termination costs
Downgrade termination costs
Ambition of Basel's trading book review has faded, sources say
Patchwork of risk measures - including standalone CVA charge - may be left intact
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
Del Missier: "status quo won't work" for long-dated trades
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
European capital rules could squash CVA feedback loop
European capital rules could squash CVA feedback loop
Top CROs worry about Basel III consistency
A new research report published this month by Risk reveals that CROs at the world’s largest banks are worried about the consistency of Basel III rules
Conversion of upfront CVA into running CVA
Conversion of upfront CVA into running CVA
Hybrid correlation matrices
Hybrid correlation matrices
Credit portfolio manager of the year: JP Morgan
Risk awards 2012
Quants of the year: Jesper Andreasen and Brian Huge, Danske Bank
Risk awards 2012
Corporate risk manager of the year: Rolls-Royce
Risk awards 2012
Risk management technology product of the year: Quantifi
Risk awards 2012
Risk.net: Top 15 stories of 2011
Derivatives pricing, collateral and Basel 2.5 and Basel III are the most read stories of 2011
ACT warns of risks from regulation in 2012
Basel III and Emir could push companies out of Europe, predicts ACT deputy policy director
Asia Risk 2011 interdealer rankings: Dealers
The eurozone crisis has been the main driver of Asian markets in recent months, and with concerns about a possible break-up of the euro growing, end-users have been reluctant to invest. In what has been a tricky environment for dealers, market…
OECD debt offices call for derivatives collateral debate
New report calls for debt offices to weigh the pros and cons of two-way collateral and clearing
The CVA-CDS feedback loop
The CVA-CDS feedback loop