DerivSource provides industry analysis, expert Q&As and commentary articles on news and trends related to derivatives and risk management including credit risk, market risk, liquidity risk and cyber risk. Common themes covered include news and updates on products and service offerings related to derivatives risk, counterparty risk management, FRTB market risk, Basel III market risk, liquidity risk management and cybersecurity risk management.
Arthur Rabatin, of Deutsche Bank, offers a brief introduction to the new BCBS standardized approach for measuring counterparty risk (SA-CCR) and explores some of the implications of adopting this methodology.
Reports from CPMI-IOSCO Advance Regulatory Agenda on Central Counterparties
Reports published today by the Committee on Payments and Market Infrastructures (CPMI) and the International Organization of…