The corporate bond market continued to feel heavy last week as credit spreads leaked wider in the investment-grade market and were crushed in the high-yield market. The new issue market remained ...

One could argue, that in a similar way that social distancing can limit the epidemic spread in the current health crisis, applying correct counterparty risk measures can prevent the contagion and ...

On November 20, 2024, the Basel Committee on Banking Supervision (BCBS) issued a press release following its meeting in Basel. The committee reaffirmed its commitment to fully implement Basel III and ...

Counterparty risk is the chance that the other party in a financial transaction may not meet their obligations. It can occur ...

Real-World Asset (RWA) Risk Assessment has evolved into a fundamental notion of digital finance, especially with the emergence of tokenized traditional assets, which have the potential to bridge the ...

An innovative method for estimating extreme quantiles of multiple random variables was developed at the LSE in collaboration with investment bank Barclays. Its application to the management of the ...

Following Silicon Valley Bank’s (SVB) collapse on March 9, many private equity fund managers and venture capital firms rushed to assess their exposure to the bank. After evaluating portfolio ...

“More people are paying attention to credit risk than before, so it is true that the subset of investors that are being particularly prudent has increased,” says Alberto Cherubini, head of exotic ...

A consortium led by major investment banks active in the huge over-the-counter derivatives market in credit default swaps (CDS) plans to launch a central clearinghouse by September in an effort to ...

Bosonic’s layer 2 blockchain infrastructure will be a clear player in digital asset markets because it addresses the key issues of counterparty credit and settlement risk, founder and CEO Rosario ...

On January 12, FHFA released an advisory bulletin communicating supervisory expectations for Fannie Mae and Freddie Mac (the Enterprises) related to the valuation of mortgage servicing rights (MSRs) ...

As the risks to global financial markets intensify and take on new forms, regulators are revising and strengthening their requirements to bolster stability and ensure effective risk management . From ...