“Our response at this moment is, ‘Don’t do anything until we understand this better.’ There are different models of [credit valuation adjustment] that need to be treated differently.”

© 2026 GlobalCapital, Derivia Intelligence Limited, company number 15235970, 4 Bouverie Street, London, EC4Y 8AX. Part of the Delinian group. All rights reserved.

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement | Event Participant Terms & Conditions

“Our response at this moment is, ‘Don’t do anything until we understand this better.’ There are different models of [credit valuation adjustment] that need to be treated differently.”

—Peter Sime, head of risk and research at the International Swaps and Derivatives Association, explaining that a Basel III regulation should reflect that firms use CVA in different ways.

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Request demo or Login
  • 4,000 annual insights
  • 700+ notes and long-form analyses
  • 4 capital markets databases
  • Daily newsletters across markets and asset classes
  • 2 weekly podcasts

Related articles

Gift this article