The extreme volatility in financial markets that has been experienced over the last four years has brought counterparty credit risk to the fore. Low economic growth, a scarcity of credit and the unrelenting currency crisis in the Eurozone, mean confidence in the ability of financial institutions and corporates to fulfil all their obligations to counterparties is gradually ebbing.
This report explores the challenges being faced in the new regulatory environment and how they are being met.
The analysis is broken down into the following sections:
- The importance of effective counterparty credit risk management;
- Industry practices in CVA pricing;
- Wrong way risk; and
- IT infrastructure.
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