Credit Valuation Adjustment

Results: 69



#Item
21Financial regulation / Payment systems / Basel II / Bank / Credit risk / Cheque / Investment banking / Basel I / Credit Valuation Adjustment / Bank regulation / Finance / Business

Course No.: HP-P15[removed]Counter-Party Credit Risk Management for Financial Institutions 9 & 16 February 2015 HKIB

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Source URL: www.hkib.org

Language: English - Date: 2014-12-14 21:57:26
22Basel II / Business / Actuarial science / Standardized approach / Basel Committee on Banking Supervision / Bank / Exposure at default / Investment banking / Credit Valuation Adjustment / Financial regulation / Bank regulation / Economics

             7th September 2012    

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Source URL: www.bis.org

Language: English - Date: 2012-09-25 10:21:00
23Financial markets / Bank regulation / Basel II / Financial risk / United States housing bubble / Exposure at default / Credit risk / Netting / Credit Valuation Adjustment / Finance / Financial economics / Economics

International Convergence of Capital Measurement and Capital Standards - A Revised Framework, November 2005

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Source URL: www.bis.org

Language: English - Date: 2005-12-12 06:17:47
24Finance / Financial system / Financial risk / Credit Valuation Adjustment / Derivative / Copula / Credit default swap / Swaption / Credit risk / Financial economics / Actuarial science / Mathematical finance

M PRA Munich Personal RePEc Archive CVA, Wrong Way Risk, Hedging and Bermudan Swaption Ali Boukhobza and Jerome Maetz

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Source URL: mpra.ub.uni-muenchen.de

Language: English - Date: 2013-02-11 11:52:10
25Economics / Credit Valuation Adjustment / Liquidity risk / Markit Group / Granularity / Financial risk / Financial economics / Finance

EU Transparency Register ID Number[removed] 25 September 2013 Mr. Adam Farkas Director General

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-26 08:51:01
26Risk / Mathematical finance / Financial regulation / Credit default swap / United States housing bubble / Credit Valuation Adjustment / Value at risk / Basel III / Software development methodology / Financial risk / Actuarial science / Financial economics

EBA Consultation Paper On Draft Regulatory Technical Standards for credit valuation adjustment risk on the determination of a proxy spread and the specification of a limited number of smaller

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-28 04:51:03
27Financial risk / Systemic risk / Bank regulation / Actuarial science / Mathematical finance / Basel III / European Banking Authority / Credit Valuation Adjustment / Basel II / Finance / Financial economics / Financial regulation

EBA Consultation Paper on Draft Regulatory Technical Standards for credit valuation adjustment risk on the determination of a proxy spread and the specification of a limited number of smaller

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-28 04:49:46
28Bank regulation / United States housing bubble / Systemic risk / Financial risk / Basel III / European Banking Authority / Credit default swap / Basel II / Credit Valuation Adjustment / Finance / Financial economics / Financial regulation

EBA/CP[removed]2013 Consultation Paper On Draft Regulatory Technical Standards (RTS) on credit valuation adjustment risk for the determination of a proxy spread and the

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-26 08:50:31
29Finance / Bank regulation / Mathematical finance / Actuarial science / Loss given default / Basel III / Credit Valuation Adjustment / Credit risk / Exposure at default / Financial regulation / Financial risk / Financial economics

12 September[removed]Mr. Adam Farkas Executive Director European Banking Authority Tower 42

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-28 04:52:46
30Financial risk / Collateral management / Credit / Bank regulation / Credit risk / Credit Valuation Adjustment / ACT / Counterparty / Repurchase agreement / Financial economics / Finance / Economics

Senior Supervisors Group Progress Report on Counterparty Data LL O F T HE

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Source URL: www.financialstabilityboard.org

Language: English - Date: 2014-09-19 10:17:36
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