Decision plan opinions uncovered materials limitations in banks’ capability to unwind derivatives
Threat administration consultants say Citi wants a extra joined-up strategy to distributing danger data inside its organisation whether it is to keep away from additional regulatory scrutiny by US federal regulators – and its derivatives valuation adjustment (XVA) desk may maintain the important thing.
“When you have one group within the financial institution which might help you with the duty – presumably their XVA desk – the place you in any other case publicly and embarrassingly fail, then you must use it. Perhaps that needs to be their plan,” says Dmitry Pugachevsky
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