Loan risk manager takes newly created job as head of credit portfolio management at Citi
European banks need to reduce mismatches between their risk appetite and the risk appetite of investors, says Deutsche Bank chief credit officer
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Mark Pengelly articles
Different approaches taken by regulators and risk managers are justified, according the SEC’s Gregg Berman
CFTC says 38 FCMs would be able to act as OTC clearing members under $50 million capital limit - but dealers fear it will weaken CCPs, and call for tough membership rules to redress the balance
Basel Committee is expected to consider wide range of topics, including VAR, liquidity, CVA and the line between banking and trading books - but overall capital requirements are not likely to change
Barriers to Basel
Critics argue a Canadian OTC derivatives repository would lead to fragmented and inconsistent data
As banks prepare for year-end introduction of new trading book rules, poll respondents single out the framework's modular approach for criticism
Putting a stop to prop
CVA charge and Basel 2.5 rules incoherent and over-complicated, say dealers
Dodd-Frank and Sefs set to encourage growth in algorithmic execution of OTC derivatives, say dealers
Algos go OTC
New algorithm is designed to automatically hedge gamma sensitivity of foreign exchange options
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.