Alexander Lipton, md and co-head of the global quantitative group at Bank of America Merrill Lynch,...

Quantifi has published a short whitepaper entitled 'CVA, DVA and Bank Earnings' in response to recen...

Trepp has launched the Bank Navigator, a web-based product for financial institution surveillance an...

ISDA has outlined key provisions to the Standard Credit Support Annex (SCSA) proposal as part of its...

The Basel Committee has issued its second consultative paper on the capitalisation of bank exposures...

TradingScreen has integrated Fitch Solutions' risk management data to TradeFI, its platform for acce...

Quantifi has launched a free online information source for professionals active in counterparty risk...

Paul Tucker, deputy governor financial stability at the Bank of England, yesterday outlined at a Eur...

The European Commission is proposing to revise the Markets in Financial Instruments Directive (MiFID...

The increase in reporting requirements and the use of trade repositories under the European Market I...

Moody's Analytics has introduced a 'Through-the-Cycle EDF' (expected default frequency) measure. A q...

CoreLogic and Amherst Holdings have jointly launched 'Agency Prepayment Analyzer'. The two firms say...

The Basel Committee on Banking Supervision has issued its first progress report on the implementatio...

4sight Financial Software has added new functionality to its Xpose Collateral Management system. The...

ReMATCH has introduced a new service to help its customers reduce their exposure to quanto CDS risk....

Banks ready CVA infrastructure, strategies ahead of Basel 3

The advent of Basel 3 significantly changes the way in which financial institutions address counterp...