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Counterparty credit risk: special report 2022

Posted by Cheryl PinkertonMarketing & Development2022, Counterparty, Credit, report, risk, SpecialPosted on September 14, 2022

This Risk.net special report contains a collection of articles that consider the impact of SA-CCR and how banks are adapting …

XVAs and counterparty credit risk for energy markets: addressing the challenges and unravelling complexity

Posted by Lee RicheyMarketing & Developmentaddressing, challenges, complexity, Counterparty, Credit, energy, Markets, risk, unravelling, XVAsPosted on January 18, 2022

In this webinar, a panel of quantitative researchers and risk practitioners from banks, energy firms and a software vendor discuss …

EU banks aim to block new counterparty risk guidance

Posted by Deana BlackmoreMarketing & Developmentbanks, block, Counterparty, guidance, riskPosted on September 16, 2021

Requirement to include exposure spikes linked to swap payments within EEPE models prompts blowback

Counterparty credit risk – Why data is only valuable in context

Posted by Robin BuckleyMarketing & DevelopmentCounterparty, Credit, Data, in context, Only, risk, ValuablePosted on April 10, 2020

Paul Whitmore, global head of counterparty risk solutions at Fitch Solutions, explains how qualitative data can add colour and insight …