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: The UK is leaving the EU on Exit Day (as defined in the European Union (Withdrawal) Act 2018). This has an impact on this Practice Note. For guidance, see...

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

The UK is leaving the EU on Exit Day (as defined in the European Union (Withdrawal) Act 2018). This has an impact on this Practice Note. For further guidance on the...

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