Counterparty Risk and CVA Survey has been saved
Counterparty Risk and CVA Survey
Current market practice around counterparty risk regulation, CVA management and funding
Counterparty risk is a topic which has been elevated to the forefront of the front office, risk management and regulatory agendas following mark-to-market volatility and defaults over the global financial crisis.
This survey of 21 banks is a collaborative effort by Deloitte UK and Solum Financial Partners, in conjunction with Deloitte Germany, Deloitte Italy and Deloitte Norway.
This report takes stock of the industry’s response to the numerous theoretical issues and operational challenges with counterparty risk that have been raised as a result of the evolving regulatory, accounting and risk management environment.