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Counterparty Credit Risk

Fannie Mae Announces Updates to its Mortgage-Backed Securities (MBS) Prospectus to Support Connecticut Avenue Securities (CAS)

April 24, 2018

As part of Fannie Mae's continued effort to innovate and improve its credit risk transfer program, the company announced a significant milestone in furthering enhancements to its benchmark Connecticut Avenue Securities™ structure. 

Fitch: Basel III Implementation in APAC to Follow Global Pace

May 9, 2017

Implementation of the second wave of Basel III rules might continue to be delayed in the Asia-Pacific (APAC) by a lack of progress in other markets, as regulators in this region have remained reluctant to take a lead in implementing requirements ahead of their global peers, Fitch Ratings says. However, the credit profiles of APAC banks are unlikely to be significantly affected.

China banking regulator to tighten rules on lenders' derivative trading

November 28, 2016

China's banking regulator has drafted rules that will require lenders to tighten risk management in derivatives trading, a business the watchdog said has been expanding rapidly in recent years. Lenders must set up sound policies and procedures in dealing with risks stemming from derivative trading, and must include counterparty credit risk management, the China Banking Regulatory Commission (CBRC) said on its website on Monday.

Fed to Unveil New Rules Aimed at Corralling Banks’ Risk

March 7, 2016

Policy makers are poised to unveil a new plan Friday that seeks to restrain how quickly risk can spread among the country’s biggest banks. The Federal Reserve’s revised proposal will be the central bank’s latest step to minimize the systemic risk posed by the biggest banks—not based on size, but on interconnections with other large firms—by limiting how much exposure institutions may have to each other and to their counterparties.

Complexity increases: Managing counterparty credit risk in the swaps market

March 2, 2016

The OTC derivatives market has seen several defaults in the past two decades, each of which has led to a rethink of industry practices. Nowhere is this more evident than in the evaluation of counterparty credit risk, with processes that are now unrecognizable from those of the 1980s and 1990s, when this type of risk wasn’t even factored into swap pricing. 

Time to think strategically about Basel capital calculations

December 4, 2015

As part of the ongoing Basel reforms, the Bank for International Settlements is busy rewriting the rules that govern how much capital banks must maintain in order to mitigate different types of risk.

Trafigura flags credit risks for commodity producers

October 21, 2015

Swiss commodity house Trafigura is racking up record oil trading volumes as it taps into price volatility but warns that merchants have to be more vigilant in the face of potential defaults and bankruptcies of credit-stressed producers.

 

Counterparty Credit Risk Returns to the Forefront

October 6, 2015

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 nearly nonexistent across both markets.

IOSCO Publishes Final Report on Risk Mitigation Standards for Non-Centrally Cleared OTC Derivatives

January 29, 2015

The International Organisation of Securities Commissions today published the final report Risk Mitigation Standards for Non-centrally Cleared OTC Derivatives, which sets out nine standards aimed at mitigating the risks in the non-centrally cleared OTC derivatives markets.

EU earns 'fail' grade over bank capital regime

December 9, 2014

New EU laws do not meet new global standards and would not be enough to ensure that the bloc's banks could survive a future financial crisis, according to a new report by the leading global bank regulator.

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