Credit risk
Credit Suisse: Algorithmic gymnastics
Algorithmic gymnastics
Risk 25 firms of the future: TriOptima
In the balance
Relief for dealers as Basel reins in capital for cleared trades
Basel Committee addresses long-standing complaints over default fund exposures and client clearing
US large exposures rule could stop banks trading with RBS
Federal Reserve proposals limiting counterparty risk could put RBS and the UK government in one pot – potentially forcing US banks to cut exposure to both
WGMR margin rules borrow heavily from US proposals
Working group publishes proposed margin rules for uncleared trades – bringing global rules in line with an earlier US proposal
Prices diverge as CVA exemption remains in limbo
Dealers face pricing headache as they wait to see whether Europe's version of Basel III will exempt corporate customers from the CVA capital charge
Swedish banks braced for home loan capital hike
A weighty issue
A fragmented market with unfinished rules – but reporting deadline looms
All together now?
Cutting Edge introduction: The origins of the standardised CVA charge
The origins of CVA
Cutting CVA's complexity
Cutting CVA's complexity
Risk Japan: Bank of Japan concerned about wrong-way risk on banks’ cross-holdings
Helping banks by purchasing stock will create moral hazard, says Bank of Japan director-general
CCP resolution plans start to take shape
LCH.Clearnet's re-launched CDS clearing service adopts a loss-sharing mechanism - in line with a "last gasp of breath" approach outlined in an Isda letter to the Bank of England
Dangerous embrace: disentangling bank and state
Dangerous embrace
Lehman Brothers ruling changes equation for creditors and clients
Protection racket
Chapter 14: using bankruptcy law to solve too-big-to-fail
Too-big-to-fail: the next Chapter
The last word: Collateral and CCPs
The leading question
UK utilities face swap counterparty shortage
Bank downgrades could leave many structured finance transactions without acceptable swap providers - a potential nightmare for UK utilities
Corporate trades should not face CVA charge – Risk.net poll
Two-thirds of respondents think trades with corporates should be exempt from Basel III's CVA capital charge
New ratings paradigm requires careful handling
The rate escape