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 ...

The European Banking Authority has launched a consultation on the Regulatory Technical Standards that it is developing to govern certain aspects of counterparty credit risk in derivatives transactions ...

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 ...

Following Silicon Valley Bank’s (SVB) collapse on March 9, many private equity fund managers and venture capital firms rushed to assess their exposure to the bank. After evaluating portfolio ...

“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 ...

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 ...

Bosonic’s layer 2 blockchain infrastructure will be a clear player in digital asset markets because it addresses the key issues of counterparty credit and settlement risk, founder and CEO Rosario ...

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 ...

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 ...