Counterparty Credit Risk
Relief for dealers as Basel reins in capital for cleared trades
Basel Committee addresses long-standing complaints over default fund exposures and client clearing
Dealers face pricing headache as they wait to see whether Europe's version of Basel III will exempt corporate customers from the CVA capital...
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...
4-Week FREE Trial to FX Week
Start your trial now
Sign up for a free trial & you'll receive 4-weeks access to FX Week.com
More Counterparty Credit Risk articles
Isda to review close-out value definitions
Absence of a standard approach is stifling attempts to value termination clauses, dealers complain
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.
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.
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...
Download the latest edition of FX Invest
FX Invest latest edition
The April 2013 - June 2013 edition of FX Invest, the quarterly sister magazine to FX Week, is now available
Click here to download this latest edition
Conferences
Advertisement
Digital edition
Latest digital edition of FX Week
Download the latest digital edition of FX Week here
Download now!
Download the FX Week iPad app
Subscribers get every issue on your iPad to read on the go
Download now!
FX Invest April 2013 - June 2013 edition now live!
Download the latest digital edition of FX Invest here
Download now!
Email alerts
FX Week Directory
Poll
Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
Jobs
