Posts tagged ‘Counterparty Credit Risk’
CVA the wrong way on April 30th, 2012
Rosen, D., Saunders, D., 2012: CVA the wrong way, Journal of Risk Management in Financial Institutions,Vol. 5, 3 252–272
The credit valuation adjustment (CVA) has become an integral part of accounting rules and Basel III. The case where the counterparty exposure increases when its credit quality deteriorates is commonly referred as wrong- way risk (WWR). WWR can have a significant impact on CVA [...]
RiskMinds 2011 – Geneva, December 5-9 on October 11th, 2011
RiskMinds 2011
Geneva
December 5-9, 2011
RiskCapital 2011 – September 19-22, Frankfurt on September 19th, 2011
RiskCapital 2011
Frankfurt
September 19-22, 2011
7th Fixed Income Conference – Berlin, October 5-7 on September 19th, 2011
7th Fixed Income Conference
Berlin
October 5-7, 2011