SocGen reportedly will issue CVA securities

02/25/2013 | International Financing Review (free content)

Societe Generale plans to decrease capital needed to offset credit-valuation adjustment by selling derivatives securities based on counterparty risk, sources say. SocGen is one of several large banks seeking ways to avoid needing more capital if risk-weighted-adjustment models are standardised by regulators.

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International Financing Review (free content)

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