Recent regulations are affecting the OTC derivatives markets in complex and interrelated ways, that are changing the ways firms do business.
Cost of Trading and Clearing OTC Derivatives in the Wake of Margining
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RESOURCES
Whitepapers
Unlock valuable insights into the financial markets with our collection of whitepapers.
A First View on the New CVA Risk Capital Charge
The impact of the new CVA risk regulation framework on calculation methods and the infrastructure of banks could potentially be the turning point for many of the medium-sized institutes we are seeing in the market.
Buy-Side System Requirements
Leading investment managers are examining integrated front-to-back systems that can provide a complete solutions for all of their analytics, trading and risk.
IFRS13: The Implications for Hedge Accounting
This whitepaper explores the challenges, risk factors, calculation techniques, and concepts for measuring financial instruments under IFRS 13. It examines the effect of CVA and DVA on hedge effectiveness, the different approaches for testing hedge effectiveness and best practice for inclusion or exclusion of CVA and DVA in setting up hypothetical derivatives.
IFRS13 – Accounting for CVA and DVA
With the introduction of IFRS 13, the requirements to calculate complex variables such as CVA and DVA remains. IFRS 13 will have significant implications for all firms that measure financial assets at fair value.
Should Banks Charge for FVA?
Interest on the topic of Funding Valuation Adjustment (FVA) was renewed, particularly in light of the JPMorgan’s Q4 2013 earnings report, which for the first time included FVA.
Buy-Side Risk Analytics, Chartis RiskTech Quadrant®
This report covers the competitive landscape for buy-side risk analytics. This report also covers the capabilities and market position of Quantifi for buy-side risk analytics. Chartis believes Quantifi to be one of the leading vendors in the buy-side risk analytics marketplace.
Banks Are Not Ready for Counterparty Risk Elements of Basel lll
Basel III significantly changes the way in which financial institutions address counterparty credit risk (CCR) and credit value adjustment (CVA).
Measurement and Management of Counterparty Risk
Institutions need to not only adapt to new ways of measuring and managing risk but may need to reengineer the operating models for substantial parts of their businesses.
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