More Counterparty Credit Risk articles

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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
unrated-bonds-boxes

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
saimafarooqi

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
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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
patrick-pearson

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...

Regulation | 24 Feb 2010
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