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Credit Valuation Adjustment
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1	Announcement EU-wide Transparency Exercise 2015 Nicosia, 24 NovemberGroup Profile Add to Reading List Source URL: www.bankofcyprus.com Language: English - Date: 2016-07-04 04:18:26 Financial risk Systemic risk Actuarial science Bank regulation Financial regulation Credit risk Exposure at default Credit valuation adjustment Systemically important financial institution Foreign exchange risk Corporate bond Investment banking
2	The Danish Financial Supervisory Authority Statement on thematic review of market risk at Sydbank A/S (calculation of credit valuation adjustment for accounting purposes) In December 2014 the Danish FSA carried out an i Add to Reading List Source URL: www.sydbank.com Language: English - Date: 2015-12-23 03:48:22 Economy Finance Money Systemic risk Credit scoring Financial markets Financial regulation Financial risk Credit risk Derivative Valuation Credit valuation adjustment
3	ActivePivot TM CASE STUDY Add to Reading List Source URL: quartetfs.com Language: English - Date: 2014-10-09 07:29:00 Economy Money Finance CVA Credit risk Counterparty Futures contract Credit valuation adjustment
4	EBF_018702D 8th February 2016 EBF response to the EBA consultation on CVA treatment under SREP ________________________________________________________ Add to Reading List Source URL: www.ebf-fbe.eu Language: English - Date: 2016-02-12 03:41:15 Systemic risk Financial risk Actuarial science European Union directives Credit valuation adjustment Mathematical finance Basel III Basel II Credit risk Derivative Credit default swap Capital Requirements Directives
5	PILLAR 3 RISK DISCLOSURES As of 31st December 2011 Document disclaimer • Add to Reading List Source URL: www.smbc-cm.com Language: English - Date: 2012-12-21 10:16:35 Finance Money Economy Financial risk Systemic risk Mathematical finance Actuarial science Risk Basel III Credit risk Asset liability management Credit valuation adjustment
6	PDF Document Add to Reading List Source URL: www.smbc-cm.com Language: English - Date: 2014-08-12 06:32:50 Financial risk Financial markets Actuarial science Systemic risk Mathematical finance Credit risk Derivative Over-the-counter Credit valuation adjustment Basel II Liquidity risk Credit derivative
7	EBA-OpDecember 2013 Opinion of the European Banking Authority on Credit Valuation Adjustment risk for the determination of a proxy spread Add to Reading List Source URL: stress-test.eba.europa.eu Language: English - Date: 2014-02-25 10:33:57
8	Basel III counterparty credit risk - Frequently asked questions (update of FAQs published in July 2012) Add to Reading List Source URL: www.bis.org Language: English - Date: 2012-11-21 05:30:00 Bank regulation Basel II Basel III Systemic risk Exposure at default Loss given default Probability of default Credit Valuation Adjustment Credit default swap Financial regulation Finance Financial economics
9	Application of HPC for ALM - Numerical Technologies Pte. Ltd. Add to Reading List Source URL: www.numtech.co.jp Language: English - Date: 2012-05-17 05:24:31 Risk Business Credit Valuation Adjustment Liquidity risk CVA Value at risk Simulation Asset liability management Futures contract Financial risk Actuarial science Financial economics
10	Misys FusionRisk Advanced Measures Software overview Act with greater insight Add to Reading List Source URL: www.misys.com Language: English - Date: 2014-06-28 10:42:32 Management Misys Collateral management Credit Valuation Adjustment Risk Potential future exposure Basel II Actuarial science Business Financial economics

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