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关注：1
2013-05-23 12:21
求翻译：Banks will be subject to a capital charge for potential mark-to-market losses (ie credit valuation adjustment – CVA – risk) associated with a deterioration in the credit worthiness of a counterparty. While the Basel II standard covers the risk of a counterparty default, it does not address such CVA risk, which during t是什么意思？ 待解决
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Banks will be subject to a capital charge for potential mark-to-market losses (ie credit valuation adjustment – CVA – risk) associated with a deterioration in the credit worthiness of a counterparty. While the Basel II standard covers the risk of a counterparty default, it does not address such CVA risk, which during t
问题补充： |
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2013-05-23 12:21:38
正在翻译，请等待...
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2013-05-23 12:23:18
银行将须遵守一资本费用的可能对市场亏损(IE信贷估值调整-CVA-风险)联系恶化的情况一对方的信誉。 虽然《巴塞尔II标准涵盖的风险默认对方,却并没有解决这种CVA风险,在金融危机是一个更大的损失比那些因公然默认值。
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2013-05-23 12:24:58
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2013-05-23 12:26:38
银行将潜在马克-市场损失 （ie 信用估值调整 — — 中风后偏瘫 — — 风险） 相关的交易对手的信用恶化的资本费用。巴塞尔标准涉及交易对手违约风险的虽然它不能解决这类中风后偏瘫的风险，从而在金融危机期间是比那些彻底违约而引致的损失更大来源。
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2013-05-23 12:28:18
正在翻译，请等待...
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