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Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets by Jon Gregory

Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets Jon Gregory ebook
Page: 480
Format: pdf
Publisher: Wiley
ISBN: 9781118316672

Dec 5, 2013 - The International Valuation Standards Council (IVSC) has published an exposure draft which would provide guidance on the determination of fair value under IFRS 13 'Fair Value Measurement', and for other purposes. May 18, 2014 - Tim Geithner's new book defends the interventions of the Treasury department he led to reflate credit markets (and I worked with the team on this back then). The questionnaire was made up of the broad categories of information that are representative of a Thomas Murray financial market infrastructure risk assessment; these were then adapted to the specific workings of a CCP. Jonathan For example, if secured funding rates were to increase to high levels in the wake of a natural disaster, the risk of a broader, more systemic disruption to the functioning of asset markets could result. The draft paper focuses on how counterparty credit risk and own credit risk are taken into account in the measurement of certain financial assets and financial liabilities measured at fair value. Mar 14, 2014 - Just over two years ago, six of our global banking clients came to us and said, essentially, “It's been two years since the G20 2009 Pittsburgh Declaration. Nov 11, 2013 - Discounting, Libor, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance). Roush, Senior Economists, Division of Monetary Affairs, Board of Governors; Ruth Judson, Senior Economist, Division of International Finance, Board of Governors. Nov 14, 2013 - Customers Who Bought This Item Also Bought. Oct 9, 2013 - Members generally continued to see the downside risks to the outlook for the economy and the labor market as having diminished, on net, since last fall, but indicated that the tightening of financial conditions observed in recent .. Responses to the September Senior Credit Officer Opinion Survey on Dealer Financing Terms suggested little change over the preceding three months in the credit terms applicable to most classes of counterparties covered by the survey. Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets (The Wiley Finance Series). We then explain why the risk assessment is being adjusted, and how the impact is felt. Jun 19, 2012 - The Eurozone Crisis and Its Impact on the International Financial Markets - The Harvard Law School Forum on Corporate Governance and Financial Regulation - A law and economics blog from the Harvard Law School Program on Corporate Governance that gathers the latest news, Also crucial is the need to prepare for a variety of eventualities, whether through more stringent credit assessment, tighter documentation, careful counterparty choice or other tactics.