Centro de Documentación de Fundación MAPFRE - Counterparty credit risk : Special report 2022

MAP20220026468

Counterparty credit risk : Special report 2022. — London : Risk.net, 2022

35 p.

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 swaps

1. Riesgo crediticio . 2. Análisis de riesgos . 3. Perspectivas económicas . 4. Riesgo financiero . 5. COVID-19 . 6. Pandemias . 7. España . I. Risk.net . II. Título.