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 valuations, announced…
Application of Own Credit Risk Adjustments to Derivatives – Basel Committee Consultative Document
The Basel Committee today issued a consultative document on the application of own credit risk adjustments to…