Counterparty Credit Risk
Basel Committee addresses long-standing complaints over default fund exposures and client clearing
More Counterparty Credit Risk articles
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.
Efforts by Isda and international banks to get Asian counterparties to use portfolio reconciliation services for OTC derivatives are starting to pay off
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 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...
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