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 ...

RBI revises counterparty credit risk framework to align with Basel norms, refining capital treatment for derivatives ...

On November 20, 2024, the Basel Committee on Banking Supervision (BCBS) issued a press release following its meeting in Basel. The committee reaffirmed its commitment to fully implement Basel III and ...

Comprehensive RWA Risk Assessment guide. Evaluate structural, counterparty, and legal risks in tokenized real-world assets ...

The Reserve Bank of India on Tuesday amended its capital adequacy framework for commercial banks, introducing clearer rules on how lenders must calculate and maintain capital against counterparty ...

India’s securitisation market faces greater risk from weak counterparties than from underlying asset quality, according to a report by India Ratings and Research (Ind-Ra), which ...

The Reserve Bank of India (RBI) has amended its capital adequacy framework for commercial banks, introducing clearer rules on how lenders must calculate and maintain capital against counterparty ...

Paris-based Société Générale Corporate and Investment Banking (SGCIB) has partnered with Algorithmics for the development of a credit valuation adjustment (CVA) solution. SGCIB will use the software ...

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 ...

An innovative method for estimating extreme quantiles of multiple random variables was developed at the LSE in collaboration with investment bank Barclays. Its application to the management of the ...

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 ...

LONDON, Jan 11 (Reuters) - As global corporate debt defaults are forecast to lead to hundreds of billions of dollars of losses in credit derivatives in 2008, analysts see the potential for billions in ...