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Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes Damiano Brigo, Massimo Morini, Andrea Pallavicini
Publisher: Wiley

Oct 24, 2011 - As a Canadian ETF investor, should you be worried about the funds in your portfolio? As the Geopolitical, Economic, and Financial Risks Mount, so too do the Risks of Major Counter-Party Failure. In a series of three posts, I'll If the counterparty were to default on its obligation, the ETF provider would have a claim to the collateral, and investors who redeem their shares should receive full market value. Government securities can be explained by risk premia, but yet many other indicators of risk are these days not so extreme. In some cases Many assets funded through the shadow banking system were traded assets, which could be liquidated rapidly, though often at distressed prices, to reduce the funding needs of the borrowing firms. Sep 15, 2013 - Identifying Major Risks to Ostensibly Safe Assets is the First Essential step to Effective Self-Reliance Investing. Dec 10, 2013 - Some portion of the negative real returns on U.S. May 20, 2014 - An inherent part of bi-lateral swap transactions is the associated counterparty risk, and the means to collateralize that exposure will always be a paramount risk management function. Given that counterparty risk While the drivers and implications of change can be different for an asset manager as opposed to a diversified global bank[1], in either case, accommodating tomorrow's collateral management environment requires a new strategy. The Handbook of Fixed Income Securities, Eighth Edition. Jul 30, 2012 - Moving to a more comprehensive view of risk could allow banks to better assess the risks involved in transactions and the potential capital charges, as well as the potential rates of return in the new global regulatory regime. Assets” that are no longer priced pursuant to CAP-M That is, the special asset class here is those assets that do not require much diligence before a counterparty purchases the assets or accepts the assets as collateral. Nov 23, 2013 - Such assets were held by a range of highly risk-averse investors, who were in many cases not fully cognizant that the “cash equivalents” in their portfolios were liabilities of shadow banks–the institutions depicted in the memorable graphic. Times appear Well this is the best case for fiscal stimulus I have read yet. Nov 25, 2013 - You are in the right place to get lowest price. Apr 17, 2013 - The clearinghouse effectively undertakes all counterparty credit risk through novation, leaving transacting parties with zero exposure to their original counterparties and, as long as the clearinghouse remains solvent, no exposure to counterparty Because clearinghouses specialize in specific asset classes—for example, foreign exchange, interest rate swaps, or credit default swaps (CDSs)—they are likely to be susceptible to asset bubbles in the underlying asset. Yes, of course, you can compare prices and read reviews on Counterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes. But there are several At least half of all European ETF assets are now in synthetic products, and all of that counterparty exposure may create a systemic risk. Feb 23, 2014 - Modelling Single-Name and Multi-Name Credit Derivatives (The Wiley Finance Series).