The corporate bond market continued to feel heavy last week as credit spreads leaked wider in the investment-grade market and were crushed in the high-yield market. The new issue market remained ...

One could argue, that in a similar way that social distancing can limit the epidemic spread in the current health crisis, applying correct counterparty risk measures can prevent the contagion and ...

On November 20, 2024, the Basel Committee on Banking Supervision (BCBS) issued a press release following its meeting in Basel. The committee reaffirmed its commitment to fully implement Basel III and ...

The OTC derivatives market has seen several defaults in the past two decades, each of which has led to a rethink of industry practices. Nowhere is this more evident than in the evaluation of ...

Comprehensive RWA Risk Assessment guide. Evaluate structural, counterparty, and legal risks in tokenized real-world assets ...

An innovative method for estimating extreme quantiles of multiple random variables was developed at the LSE in collaboration with investment bank Barclays. Its application to the management of the ...

“More people are paying attention to credit risk than before, so it is true that the subset of investors that are being particularly prudent has increased,” says Alberto Cherubini, head of exotic ...

A consortium led by major investment banks active in the huge over-the-counter derivatives market in credit default swaps (CDS) plans to launch a central clearinghouse by September in an effort to ...

The Federal Deposit Insurance Corporation issued the following statement by Board Member Martin J. Gruenberg on the standardized approach for counterparty credit risk:. "This provision would weaken ...

ZURICH, July 9 (Reuters) - Credit Suisse CSGN.S has carved out a new role to tackle the risks it takes in lending to investment banking clients and in other customer relationships sensitive to market ...

This article was written by Hugo Rodriguez Bautista, Global Product Manager, Risk and Investment Analytics and Bradley Foster, Global Head of Content (Enterprise) at Bloomberg. COVID-19 has introduced ...

European regulators are debating whether capital requirements for repackaged notes issued on multi-dealer platform Spire should be calculated under the counterparty credit risk (CCR) or market risk ...