Pricing CVA tough without pooled-fund guidance, experts say

10/30/2013 | Risk.net (subscription required)

Desks charged with pricing and managing derivatives counterparty risk, or credit-valuation adjustment, for pensions say a lack of clarity on pooled funds is preventing them from accurately assessing the vehicles. They say they don't know whether the European Market Infrastructure Regulation's clearing standards apply to hedging instruments.

View Full Article in:

Risk.net (subscription required)

Published in Briefs: