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 ...

Crude Oil ETNs are sophisticated, leveraged trading vehicles best left to experienced traders, as they contain multiple risks ...

Comprehensive RWA Risk Assessment guide. Evaluate structural, counterparty, and legal risks in tokenized real-world assets like private credit and treasury bills.

RBI revises counterparty credit risk framework to align with Basel norms, refining capital treatment for derivatives exposures and clarifying rules for clearing members ...

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 ...

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 ...

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 ...

Almost two-thirds of asset managers at buy-side firms in the US believe the continuing credit crisis is having a big impact on the trading of over-the-counter derivatives, according to research and ...

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 ...

The Basel Committee on Banking Supervision has published a consultation on technical amendments on the hedging of counterparty credit risk exposures. The interpretative issues addressed relate to the ...

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 ...

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 ...