Tag Archives: counterparty risk

Why banks struggle with counterparty risk management

large bank

To make an impact, counterparty exposures, risk sensitivities and trading events must be monitored intraday, and CVA must be allocated in near real time as trades are executed. The requirement to deal with counterparty risk in near real-time creates significant difficulties for many banks. Jeff Hasmann examines the difficulties and solution.

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Effective CVA a necessity for banks


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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How criminal enterprises out-network financial institutions

Chris Swecker

Boundless networking opportunities and a low risk of prosecution have led to increasing numbers of fraudsters. According to expert Chris Swecker, this trend can’t be stopped by law enforcement. Read his article and watch his webinar to learn what you can do.

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High-performance risk management: Is the infrastructure ready?

James Wolstenholme

Today, firms must assess market risk in time frames approaching the microsecond, and traders have less than a second to know how a proposed trade will affect the risk profile of the portfolio. The financial industry is poised for transformation. Is your firm’s infrastructure ready for high-performance risk?

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