Counterparty risk
Illiquidity holding back CCDS, despite Basel III endorsement
Where is the liquidity?
In defence of cross-product margining
In defence of cross-product margining
Getting CVA up and running
Getting CVA up and running
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'
CVA's cousin: Dealers try to value early termination clauses
Adjustment anxiety
CVA hedging: a false sense of security
Quo vadis, CVA?
Basel III charge could spur interest in CCDS
Development of CCDS could be pushed ahead by Basel III CVA charge, suggest market participants
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
Sovereign volatility puts Basel III CVA charge in spotlight
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
Lamb discusses CME Clearing Europe's goals
A clear goal
Dealers push for further CVA amendments under Basel III
Adjusting the adjustments
Industry models not sufficiently developed to calculate CVA charge, says Basel Committee
Basel Committee sticks to its decision not to allow banks to use their own models to calculate the CVA capital charge under Basel III
Dealers fight back amid ETF regulatory scrutiny
Holding back the regulatory tide
Collateral: look, but don’t touch
Collateral: look, but don’t touch
Quants continue to criticise counterparty risk measures
Adjusting the adjustments
Planning for bankruptcy of a major counterparty
Backup plan
BIS survey shows OTC market levelling off
Notional volume and credit exposures are growing more slowly, latest market data shows.
Singapore conference report
Eastern promise
Sponsored educational feature: Counterparty credit risk in portfolio risk management
Counterparty credit risk in portfolio risk management
