CVA desks to keep buying sovereign CDSs – even if they never pay out

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Risk.net Derivatives News Update 2 November 2011 This Week's Top Story CVA desks to keep buying sovereign CDSs – even if they never pay out Even if CDS contracts are not triggered in Greek restructuring, Basel III's CVA charge ensures the market will live on - but episode raises fresh questions about design of capital framework, dealers... Categories: Basel Committee Topics: Basel III, Credit value adjustment (CVA), Credit default swap (CDS), Credit default swaps (CDSs), International Swaps and Derivatives Association (Isda) ... Mobile RSS Equity-based derivatives at Eurex – we have a greater share Trade core indexes and 1200+ single equity products from around the globe and take advantage of great liquidity. Moreover, a growing range of dividend and volatility index derivatives let you hedge against the changing nature of today's equity landscape. Discover more on Eurex Exchange. More of this week's news Eurozone deal brings relief in forex spot and options Risk sentiment appeared to make a comeback in forex markets yesterday, as options volatility fell from record highs and the euro rallied in response to the deal announced after the Euro Summit in Brussels... Related news this week from other categories Financial industry 'complacent about pandemic threat' The financial industry must give more consideration to pandemic risk, says Zurich CRO FX Invest Middle East: Volatility is tough and unsustainable, say managers Delegates at FX Invest conference in Dubai discuss Japanese intervention, the value of emerging market currencies and their outlook on volatility Risk USA: Regulators need different focus to risk managers, says SEC risk adviser Different approaches taken by regulators and risk managers are justified, according the SEC's Gregg Berman   Related publications: Risk magazine, Credit, Structured Products, Asia Risk Related categories: Risk Management, Investment

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