Foreign exchange/Risk management
The Basel II capital accord: op risk proposals in brief
BASEL II UPDATE
Op risk modelling for extremes
SMALL SAMPLE MODELLING
S&P says Basel II helping to improve German banking
BASEL II UPDATE
Credit and credibility
Credit risk modellers have made giant strides, but they still have to convince regulators that they can make the world a safer place. By Matthew Crabbe
What’s next for the exchanges?
Derivatives exchanges are wrestling with consolidation, new products and technology. John Ferry asks Rudolf Ferscha, chief executive of Eurex, Hugh Freedberg, chief executive of Euronext.Liffe and Nickolas Neubauer, chairman of the CBOT, to peer into the…
Listeds building
The over-the-counter market’s pace of development since the late 1980s has been astonishing, but a similar tale of growth, innovation and controversy can be told of the listed products markets. John Ferry looks at the major trends at the futures and…
RiskNews review
The leading stories from RiskNews. For breaking news on derivatives and risk management, see www.RiskNews.net
Green light for securities firms
New angles
Cleaning up the system
Compliance
A storm over CMT
Constant maturity Treasuries
Philips’ risk manager highlights VAR’s inadequacy
Value-at-risk can be an inadequate and inappropriate measure of risk for corporates, said Mark Kirkland, Amsterdam-based global head of financial risk services at Philips Electronics.