Counterparty Credit Risk
Isda to review close-out value definitions
Absence of a standard approach is stifling attempts to value termination clauses, dealers complain
A number of banks are considering securitisations of their counterparty credit exposures, as they look to get their balance sheets in shape ahead...
While US regulators consult the industry over the exemption of foreign exchange products, the systemic risks and increasing costs of using central...
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More Counterparty Credit Risk articles
Asian banks in OTC derivatives reconciliation drive
Efforts by Isda and international banks to get Asian counterparties to use portfolio reconciliation services for OTC derivatives are starting to pay off
CFTC rules increase credit risk
NEW YORK - Proposed rules to limit leverage on margin FX trading accounts at retail forex brokers will have the unintended consequence of increasing counterparty risk, according to Josh Levy, managing director at Tactical Asset Management.
The challenges of CVA
The onset of the financial crisis spurred banks to charge for counterparty credit risk in their forex dealings. But how to do that is proving theoretically and practically challenging. By John Ferry
Europe excluded from CCP talks
The exclusion of European Union institutions from a technical working group set up to review risk management standards for central counterparties (CCPs) could make it difficult for the EU to reflect those standards in its forthcoming legislation...
Indian banks sign up for FX forwards central clearing
CCIL forwards clearing initiative sees slow take-up
Credit concerns grow as Chinese companies shun new documentation
China derivatives market regresses on documentation standardisation
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