David Rowe
CVA hedging: a false sense of security
Hedges of derivatives counterparty credit exposure – when based on credit default swap spreads – are unreliable and may lull banks into ignoring tail risks, argues David Rowe
European politicians are still blaming rating agencies for the continent’s debt crisis – obscuring some of the real problems posed by ratings, argues David Rowe
The US Securities and Exchange Commission is soliciting views on how to reform the credit rating process to minimise conflicts of interest and assure higher-quality ratings. But this exercise is based...
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More David Rowe articles
The culture of stress testing
Many financial institutions are putting greater focus on stress testing, but most will require a cultural adjustment for it to become an effective part of the risk management process, argues David Rowe
Darkest before the dawn?
Tragic upheavals sometimes shock a society out of patterns of behaviour that have endured for decades or even centuries. Could the disaster that has befallen Japan be a case in point, asks David Rowe
Jeopardy and the future of risk management
Computers may triumph playing Jeopardy, but that represents mastery of only one dimension of what we call human intelligence, argues David Rowe
Market-driven transparency
Much of the legislation written in response to the financial crisis is intended to force greater disclosure and increase transparency for both market participants and regulators. However, there may be a better way to achieve this critical objective, argues...
Withholding versus withdrawing
The political difficulty of withdrawing privileges, especially those long expected by the public, will create fundamental uncertainty for years to come, argues David Rowe
The power of defunct economists
The concepts of economists have informed much of the debate around fiscal policy, but the crisis in the eurozone goes well beyond basic text book theories, says David Rowe
Regulators double down
It might be argued that trying to formulate a reliable quantitative estimate of extreme, low-probability tail risk for banks is futile. If true, this raises serious questions about the wisdom of developing a more complex Basel III capital framework,...
Using market and credit risk analytics to strengthen performance
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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