Mark Pengelly
Dealers agree standard index CCDS documentation
Published online only
The development of an index CCDS product will help market participants hedge counterparty risk, say proponents
Published online only
The New York Fed's concerns about intra-day credit should be tackled by JP Morgan, BNY Mellon and DTCC, an industry taskforce concludes
Original headline:
US regulators published a proposal in December that would enable domestic banks to implement market risk capital rules without relying on credit ratings. But bankers claim the rules are overly conservative...
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More Mark Pengelly articles
Swaps push-out a 'vast overreaction', says OCC's Walsh
Published online only
Section 716 of the Dodd-Frank Act is based on a misperception of OTC derivatives, says acting OCC head - who also acknowledged criticism of US uncleared margin proposals
Use of OECD ratings in US market risk proposals questioned
Published online only
Country risk classifications "are not sovereign ratings" says OECD. US regulators last month proposed using them as an alternative to external credit ratings
Risk managers complain about Fed stress test workload
Published online only
Twelve new banks are included in this year's US stress test, and some institutions are unhappy about the extra work
Interest rate derivatives house of the year: Deutsche Bank
Original headline:
Well-timed trades can appear lucky – hindsight revealing that a decision to buy or sell coincided precisely with a market trough or peak. On the other hand, it’s often said that luck is self-made – the decision is informed by some conviction or...
Structured products house of the year: BNP Paribas
Original headline:
The eurozone sovereign debt crisis has focused the minds of structured products investors on counterparty risk. Concerns about the size of sovereign debt holdings, as well as access to US dollar funding, has pushed the credit default swap (CDS) spreads...
Credit portfolio manager of the year: JP Morgan
Original headline:
Being asked to achieve more with fewer resources is a common gripe in any walk of life – but increasingly so for credit portfolio managers. The past 12 months saw them having to manage the shifting risk profiles associated with the eurozone debt crisis,...
Basel 2.5 prompts flurry of asset sales and risk transfer deals
Original headline:
The last months of 2011 saw European banks preparing for the arrival of Basel 2.5 by trying to lighten their risk-weighted assets – but a delay in implementing the same rules in the US has created an uneven playing-field, they complain. Mark Pengelly...
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