More Counterparty Credit Risk articles


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

Clearing and settlement | 07 Jun 2012

Isda to review close-out value definitions

Absence of a standard approach is stifling attempts to value termination clauses, dealers complain

Counterparty Credit Risk | 12 Sep 2011

Banks look to securitisation of counterparty credit risk

A number of banks are considering securitisations of their counterparty credit exposures, as they look to get their balance sheets in shape ahead of new Basel capital charges.

Counterparty Credit Risk | 03 Dec 2010

CCP costs keep creeping up

While US regulators consult the industry over the exemption of foreign exchange products, the systemic risks and increasing costs of using central counterparty (CCP) clearers continue to be highlighted.

Counterparty Credit Risk | 08 Nov 2010

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

Counterparty Credit Risk | 19 Aug 2010

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.

Counterparty Credit Risk | 19 Jul 2010

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

Counterparty Credit Risk | 12 Jul 2010

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