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Counterparty credit risk : Special report 2022
Recurso electrónico / Electronic resource
Collection: Electronic documents
Title: Counterparty credit risk : Special report 2022
Publication: London : Risk.net, 2022Physical description: 35 p.Notes: Sumario: FX pricing: US banks -- RWA inflation -- US capital regime -- FX pricing: EU banks -- Risk models -- RWA inflation: US banks -- CET1 ratios: US banks -- CCR hedging and climate risk -- EU transitional rules -- Optimisation -- Cleared swapsMateria / lugar / evento: Riesgo crediticio ‌Análisis de riesgos ‌Perspectivas económicas ‌Riesgo financiero ‌COVID-19 ‌Pandemias ‌España ‌Otros autores: Risk.net ‌
Other categories: 7
Rights: In Copyright (InC)