RiskTech Forum

Quantifi Frankfurt Seminar Promo

Posted: 7 August 2012  |  Source: Quantifi


The OTC markets are going through significant changes due to new national regulations on derivatives and the impending Basel III capital accord. Many of these changes are being driven by Counterparty Risk concerns, either mandating or creating incentives for central clearing and imposing significantly higher capital charges for bilateral trading. In this new environment, banks are transitioning their business models, generally moving away from capital intensive businesses and shifting decision making authority from the trading desks to central risk management groups, including CVA desks. With so many moving parts and the inherent complexity, best practices for counterparty risk management are still evolving.