Markit Analytics roundtable

Description:

Industry survey

Do you reserve for margin period of risk CVA ? (CVA on unsecured gap risk for zero threshold CSA)

Yes
No
Don't know
Answer option...
Answer option...

if YES do you use the same margin period as capital?

Yes
No
Don't know
Answer option...

Do you also charge for margin period of risk CVA?

Yes
No
For distressed names
Don't know
Answer option...