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Ravi Bhushan
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Join date: May 21, 2025
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Posts (4)
Nov 25, 2025 ∙ 7 min
Global Banks are Adopting Standardised CVA over IMA-CVA
C ontents Introduction About CVA and SA-CVA Benefits of SA-CVA Challenges with IMA-CVA Approach for Banks Summary References Introduction CVA reflects the market value of counterparty credit risks, the expected loss if a counterparty defaults. The rise in CVA-related capital for global banks stems from new regulations and increasing derivatives complexity. CVA assesses counterparty risk for OTC derivatives. Basel’s new rules replace prior methods with SA-CVA and BA-CVA, removing IMA CVA, and...
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Sep 4, 2025 ∙ 10 min
The Transformative Power of AI in Market Risk and FRTB
Global banks face immense pressure to align daily risk calculations with constantly evolving FRTB mandates and to transform market risk...
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Jul 21, 2025 ∙ 11 min
CSRBB – Increasing Focus on Banking Book and Capital
Contents CSRBB Product Scope – Banking Book . Aligning CSRBB Methodologies . CSRBB Risk Assessment Methods . CSSRBB Vs IRRBB – Holistic View . Challenges faced by banks in incorporating CSRBB as Pillar II risk . Best Practices for Managing CSRBB Regulatory Compliance . Conclusion . References . Incorporating CSRBB into Pillar II Risk and Capital Requirements Managing credit spread risk in the banking book (CSRBB) is crucial for effective risk management, especially given the increasing volume...
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