More market risk studies are planned; RMA encourages wider participation from institutions.
Trading Activities and Counterparty Risk Survey
The RMA Market Risk Trading Activities And Counterparty Risks Survey is the result of an initiative taken by RMA’s 2005–2006 Council on Market Risk. The Market Risk Council expressed their desire to follow-up on the Trading Activities Survey of 2003 and the Counterparty Credit Risk survey of 2004. RMA is grateful to the members of the Council for their support of the project.
The survey results provide detailed insights into the current practices and planned development relating to the measurement and control of market risk in trading activities and counterparty credit risk.
This is the fifth in a series of market risk studies being conducted by RMA to identify best practices and provide an ongoing benchmark in these areas. RMA and the Market Risk Council thank the 45 institutions in the U.S., Canada, the United Kingdom, Europe, Australia, and Asia for completing the Web-based survey.
The initial results were presented at a Forum, in New York City on November 9, 2006. The final comprehensive report with detail findings is well over 300 pages. You may view a synopsis of the trading activities summary (PDF) by clicking on the aforementioned link. To purchase the complete survey, please contact Loretta Spingler, 215-446-4081 or lspingler@rmahq.org. The cost of the report is $1495 for an RMA member and $1995 for a non-member. Please contact Loretta for multiple copy discount.
Institutions that would like more information on this study should contact RMA market risk manager Fran Garritt at 215-446-4122 or fgarritt@rmahq.org.