Counterparty Credit Risk, Central Clearing And CVA

The over-the-counter derivatives market is undergoing a tidal wave of change that will affect financial institutions throughout the world. We are moving from a world where the majority of transactions are cleared bilaterally to one where the majority of transactions will be cleared through central clearing parties (CCPs). Collateral requirements will be increased and trades will have to be reported to central repositories.

This webinar will explain the difference between bilateral clearing

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: