Quantifi Releases Whitepaper on Calculating CVA Capital Charges under Basel lll, Co-Authored by Jon Gregory
Whitepaper describes and compares the various methodologies for calculating counterparty credit risk capital under Basel regulations Quantifi,…
Collateral Initiatives Coordination Forum (CICF) Calls for Urgent Focus on Collateral Fluidity
The Collateral Initiatives Coordination Forum (a grouping of European trade associations representing a broad range of financial…