Counterparty credit risk

Counterparty credit risk

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The counterparty credit risk charges are increased by ensuring that derivatives, repos and securities financing activities which are not cleared with a central counterparty are subject to, one, much higher capital requirements for counterparty credit risk than currently apply and, two, more robust margining, collateral and disclosure requirements.
The Basle guidance has been incorporated in Federal Reserve guidance by direct reference in our recent Supervision and Regulation Letter, "Supervisory Guidance Regarding Counterparty Credit Risk Management" (S.
Most swaps involve taking counterparty credit risk, but those risks are controllable.
LONDON & NEW YORK -- TriOptima announces today that it is launching triQuantify, a groundbreaking counterparty credit risk analytics service for OTC derivatives.
With this new service, participants will be able to reduce the number of trades effectively, limit their gross notional exposures and therefore reduce counterparty credit risk and leverage ratios, while ensuring compliance with EMIR, Basel III and Dodd-Frank.
These analytics will deliver an integrated framework for counterparty credit risk management through the PrevioRisk platform for banks, brokers and corporates in the Middle East, said a press release.
Valuations are a core competency for growth and success, and that ability helps us maintain funding competitiveness, visibility into financial statements and manage our counterparty credit risk," says Vanita Aggarwal, director of treasury risk and analytics at TFS.
Bandali noted that given the current economic climate, market participants are more inclined to transact derivatives on DGCX, in order to reduce counterparty credit risk.
This industry-leading data enhances the immediate utility of AC CompanyMaster as a highly efficient means of managing credit data for Basel II credit risk compliance and counterparty credit risk management.
Paul Re, argued that these heightened concerns regarding counterparty credit risk have had just as significant an effect on the marketplace as the withdrawals.
NEW YORK -- The counterparty credit risk exposure of 12US bank holding companies and international banking companies to monoline insurers has led to some $54 billion in write-downs by the banks since 2007, according to a new analysis by the International Swaps and Derivatives Association, Inc.
The package released today includes APRA s response to submissions received on its proposed requirements for counterparty credit risk capital and other measures, which were released in draft form in August this year.