References in periodicals archive ?
The introduction of a CCP in the settlement chain substantially reduces counterparty risk between the prime and executing brokers and thereby also substantially reduces the exposure of the hedge fund to their executing brokers.
One of the most difficult and important issues to be addressed by the Counterparty Risk Management Policy Group involves the exchange of information between creditors and counterparties.
CVAs and the market risk management of counterparty risks is key under the ruling of FAS 157 and IAS 39
Chapters 6 to 10 cover topics related to the pricing and hedging of counterparty risks and of collateral arrangements.
Chapters 11 and 12 cover stress testing of counterparty risks.
Chapters 13 and 14 cover back-testing of counterparty exposure models and the incorporation of counterparty risks into economic and regulatory capital frameworks.
Managing Counterparty Risk, Fair Value of Nonfinancial Assets and Liabilities Also Noted
Highlighted in the spring 2009 edition are topics of going concern, counterparty risk and fair value of nonfinancial assets and liabilities.
Because both trading and clearing (settlement of claims) occur bilaterally rather than centrally on a regulated marketplace, substantial counterparty risks arise between the parties.
With a futures contract on the swap rate we see great potential for more efficient management of interest and counterparty risks, as well as the increased capital efficiency that this instrument enables.
Texla"), an independent natural gas marketing company, has subscribed to Rapid Ratings' suite of products for measuring corporate counterparty risk exposures.
Within its platform, Blacklight features a number of distinct customized tools for investment managers that encompass all the major elements of financing, trading and counterparty risk.