CVA desks have been developed in response to crisis-driven regulations for improved counterparty risk management. How do these centralized groups differ from traditional approaches to manage counterparty risk, and what types of data and analytical challenges do they face?

Monday, December 05, 2011 , By David Kelly

In the face of dramatically increased capital requirements for counterparty credit risk, banks have created credit value adjustment desks

This content can be accessed by GARP Individual Members only.

Continue Reading

Already a Member? Login Here
Not an Individual Member? Upgrade Now