Banks call for Basel Committee and Iosco to rerun study on impact of uncleared margin rules after errors emerge
A cross-section for CVA
More Duncan Wood articles
Deal is said to pay a coupon of 11% for first-loss protection – which some investors say is too low
Citi and RBS to cut 5,700 in investment banking
It’s no surprise to find that Société Générale Corporate & Investment Banking (SG CIB) was involved in a large, long-dated equity repo transaction with a US bank last year. What is more surprising...
The middle of 2012 saw a tremendous spike in demand for gold, silver and bronze – fierce competition for these assets saw records toppling in dramatic style in the space of just a few weeks. But that’s...
Deutsche Bank’s global fund derivatives (GFD) business has a new home. Previously housed in the corporate banking and securities division, GFD was last year combined with seven other business lines from...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.