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CVA swaps: a new type of capital relief trade

Dmitry Pugachevsky, Quantifi, discusses the emergence of the CVA swaps market

Monte carloDmitry pugachevskyQuantifi dmitry pugachevskyAluation adjustments xvasCredit valuation adjustment cvaRong way risk wwrHedge funds

UBS predicts RWA cuts hampered by Basel III, model updates

Planned wind-down of unwanted Credit Suisse assets to be offset by $25 billion in add-ons

Credit suisseCredit suisseBasel committee on banking supervision bcbsBasel iiiCredit riskCredit valuation adjustment cva2023 banking crisisIsk weighted assets rwasOmmon equity tier 1 cet1 capitalIsk quantum

Derivatives house of the year: Citi

Risk Awards 2017: Simple vision has taken rates business a long way Risk Awards 2017: Simple vision has taken rates business a long way

United statesUnited kingdomDeirdre dunnCarl scottMatthew siegelAndy mortonDavid elsleyPaco ybarraCarolyn weinbergCharter communicationsJp morganTime warner cableNew york basedAndrew mortonHeath jarrow morton modelInterest rate derivatives

New developments in XVA: bank strategy in a changing world

Derivatives valuation has grown in complexity since the the financial crisis that began in 2007–08. It now encompasses a broader range of risk factors,

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US Basel endgame hits clearing with op risk capital charges

Dealers also fret about unlevel playing field compared with requirements in the EU

Deposit insurance corporationFederal reserveFederal deposit insurance corporationFederal deposit insurance corporation fdicFederal reserveFutures industry association fiaOffice of the comptroller currency occNited states usBasel iiiCapital requirementsLearing membersCounterparty credit riskCredit riskCredit valuation adjustment cvaNon cleared tradesOperational risk capital

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