Banking in Brief
We follow bloggers who provide alternative, meaningful, serious and sometimes irreverent insights into the industry
Our archives on CVA
"More governance, less government" underpins effective risk management
Date: May 15, 2013Proceedings report from the Risk Games Conference 2013, held in conjunction with The Asian Banker Summit 2013 on flawed post-crisis regulatory changes.
Categories: Basel III, Capital & Strategic Issues, Operational Risk, Regulation, Risk and Regulation
Keywords: Asian Banker Summit 2013, FDIC, US Fed, CVA, NSFR, ICAAP, Counterparty Credit Risk, Systemic Risk, Liability Management
Basel III framework may not always accurately represent capital strength
Date: Feb 21, 2013Chng Sok Hui, CFO of Singapore's DBS, discusses the impact of new capital rules on Asian banks, how BCBS seeks to address them, and the need for local adaptation.
Author: Foo Boon Ping
Categories: Basel III, Regulation, Risk and Regulation, Singapore
Keywords: DBS, Chng Sok Hui, AVC, CVA, BCBS, Stefan Ingves
Future of counterparty credit risk lies in CVA
Date: Nov 09, 2011Banks need to adopt a market-based approach to standardize their treatment of Credit Value Adjustments in compliance with Basel III regulations.
Author: Jon Gregory
Categories: Basel III, Credit Risk, Risk and Regulation, Capital Markets, Performance Measurement
Keywords: CVA, CCR, Financial Crisis, CDS, Derivatives
Credit value adjustment needed to incentivise pricing of risk and optimal hedging
Date: Apr 19, 2011Colin Lawrence, director, prudential risk division, Financial Services Authority, UK, discusses the credit valuation adjustments necessary to save banking as we know it.
Author: Colin Lawrence
Categories: Asian Banker Summit 2011, Risk and Regulation