CREDIT VALUATION ADJUSTMENT
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The strategic view:Adaptiv gives management the complete view of CVA
DVA - The Case for the DefenceBart Piron looks at why, despite all its counterintuitive effects banks should still use DVA
Collateral & CCPs Bart Piron's sequel looks at why collateral agreements & Central Counterparties can be bad for your wealth
Closing in on the Closeout PeriodBart Piron looks at collateral closeout effects and why they matter
Building a CVA System Into a BankAndrew Hudson examines the hidden complexities of building a CVA system into a bank.
The Pace of Regulatory and Industry Change in Capital MarketsThe SunGard/PRMIA 2012 Annual Global Industry Survey finds a quarter of firms exiting businesses due to capital requirements.
Strengthening the resilience of the banking sectorThe SunGard/PRMIA 2010 Global Industry Survey asked 360 risk managers a series of questions on various Basel Committee proposals.
Incremental Risk Charge Survey Incremental Risk Charge (IRC) traces its roots back to 2005 when the Basel Committee firstconsidered the need for a new requirement for banks to model and hold capital against risk for credit risky assets held on the trading book.
SunGard Expands Suite of Adaptiv Solutions to Help Banks Actively Manage Credit Valuation AdjustmentMarch 12, 2012, London, UK
SunGard’s Adaptiv Helps Provide Greater Accuracy and Transparency in Credit Risk ManagementSeptember 19, 2011, Toronto, Canada
Industry analyst Peyman Mestchian of Chartis Research discusses Credit Value Adjustment (CVA) and its role in risk management.
[Total time 1:45]
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