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 ...

Counterparty risk is the chance that the other party in a financial transaction may not meet their obligations. It can occur in loans, derivatives and trading contracts with banks, insurers, or other ...

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 ...

The Basel Committee on Banking Supervision's (BCBS) Standardised Approach to Counterparty Credit Risk (SA-CCR) was introduced to improve the risk sensitivity of capital framework for derivatives ...

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 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 dramatic fashion in which Bear Stearns and others have gone down in flames brings to the fore issues like counterparty risk management that had previously been undercounted, or not scored at all.

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 ...

Agentic AI promises to transform the calculation of derivatives valuation adjustments (XVAs). But questions about model ...

Crédit Agricole CIB, the financing and investment banking arm of Crédit Agricole Group, and Pasqal, a global leader in neutral atom quantum computing, announced the signing of a strategic partnership ...

As the risks to global financial markets intensify and take on new forms, regulators are revising and strengthening their requirements to bolster stability and ensure effective risk management . From ...