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.
Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and independent valuation, announced…
Regulatory Treatment of Valuation Adjustments to Derivative Liabilities: Final Rule Issued by the Basel Committee
The Basel Committee on Banking Supervision today revised paragraph 75 of Basel III as regards its application…