Tag: Counterparty credit risk

New Proposal: Category III and IV Banks Opt-Out With Intragroup Trade Penalties

May 2, 2026

New Proposal: Category III and IV Banks Opt-Out With Intragroup Trade Penalties

Banks Reduce Capital Ratios with SRT Deals: BIS Research

May 1, 2026

Banks Reduce Capital Ratios with SRT Deals: BIS Research

Non-CDS Instruments Dominate Bank’s €59.4bn CVA Hedges

April 21, 2026

Non-CDS Instruments Dominate Bank’s €59.4bn CVA Hedges

Basel PFE Overhaul: Risk Team Impact

June 17, 2025

Basel PFE Overhaul: Risk Team Impact

Archegos Risk: Podcast with Fabrizio Anfuso on Computing Exposures

May 25, 2025

Archegos Risk: Podcast with Fabrizio Anfuso on Computing Exposures