Awards
Economists call it original sin – financing domestic spending with foreign currency borrowing, which can create a potentially crippling mismatch between the revenue a country raises and the debt it has...
Back in March 2012, the credit derivatives research team at London-based hedge fund CQS noticed something odd. The ninth series of Markit’s CDX North American Investment Grade index (IG 9), which references...
Corporate issuers of inflation-linked bonds have had to deal with a double whammy in the post-crisis years. First, the death of monoline-wrapped issuance slashed demand for their debt. Then, when companies...
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Awards articles
Roughly 2.5 million people in the Netherlands count on pension administrator PGGM to look after assets that, as of last October, were worth €128 billion. It’s a heavy responsibility, and the firm’s risk and treasury executives say it tries to repay...
Banks may be canning traders by the thousands as they look to reshape their businesses in the new regulatory environment, but there’s one resource they can’t do without: lawyers. The Dodd-Frank Act alone has spawned thousands of pages of rule-makings...
Pricing and valuing derivatives has become a thornier problem as the product spectrum has widened. The obvious solution, a library of product-specific analytics, faces a challenge of its own – namely, how to keep up with new modelling insights or structuring...
On August 13, derivatives dealers found themselves facing a compliance challenge of epic proportions – final language setting out what counts as a swap had just been published in the Federal Register by the US Commodity Futures Trading Commission (CFTC),...
Stress tests have become a more important part of the risk manager’s toolkit since the financial crisis reminded banks and regulators how difficult it is to model the tail of the loss distribution – but turning an essentially qualitative process into...
When awarding SEB with the Custody Risk European Awards 2012 Sub-custodian of the year: Nordics award, the judges noted SEB’s improved efficiency and quality of service to clients. They also praised the sub-custodian’s ability to increase its market...
Euroclear Bank is this year’s winner of the Most Innovative Project of the Year for its innovative Global Collateral Highway
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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