The Knowledge Exchange / Risk Management / James Babicz, head of risk at SAS UK & Ireland

James Babicz

James Babicz, head of risk at SAS UK & Ireland

James Babicz is head of risk at SAS UK & Ireland.

Effective CVA a necessity for banks

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The continuing troubles in the Eurozone, combined with the widespread downgrading of sovereign debt, have resulted in a loss of faith in the ability of nation states to fulfill their obligations. Banks subsequently have been developing sophisticated methodologies to cope with the increase in counter-party risk. The credit valuation adjustment is central to good counter-party credit risk management.

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