Markets turn against French banks in general - and SG in particular - on a day short on solid news and long on rumours
Credit spreads on core eurozone countries climb on market jitters
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Credit derivatives articles
Downgrade triggers spread widening across the eurozone, including 10% leaps for France and Germany
Draft text would allow uncovered CDS but sketches out new reporting regime that could spook hedge funds
Credit analysts predict drop in credit default swap spreads under new bank resolution regimes
Sovereign debt managers criticise ban on naked credit default swaps
CDO ratings arbitrage ‘reasonable and justifiable’, finds UK court
Spreads are jolted following Portuguese deficit revision, and expectations of a new round of bank recapitalisation in Ireland
Credit default spreads narrow on Fukushima plant operator and Japanese sovereign while BP widens on manslaughter charge reports
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.