Regulatory capital treatment of derivatives

Regulatory capital treatment of derivatives guidance:

Introduction The financial crisis of 2007-2009 caused a spike in market volatility for which firms were ill-prepared. When the capital markets froze and the market value...

Practice Note

BREXIT: As of exit day (31 January 2020) the UK is no longer an EU Member State. However, in accordance with the Withdrawal Agreement, the UK has entered an...

Practice Note

Definition of Credit Valuation Adjustment After years of relative neglect, the concept of Credit Valuation Adjustment (CVA) is now at the forefront as an adjustment made...

Practice Note

BREXIT: As of exit day (31 January 2020) the UK is no longer an EU Member State. However, in accordance with the Withdrawal Agreement, the UK has entered an...

Practice Note

This Practice Note provides a summary of the internationally recognised requirement for financial institutions, in particular banks and investment firms, to maintain a...

Practice Note