Jack of all trades
European bank sovereign derivatives exposures revealed
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More Credit risk articles
Pension funds and investment firms highlight inflation, interest rate and currency risks of US default in open letters to President Obama
Almost half of poll respondents believe Greece will undergo an orderly restructuring in the short term, perhaps leading to a selective default
US mortgage giant says segregating variation margin will hurt FHFA- and FCA-regulated entities, and create new funding obligations for swap dealers
The sovereign specialist
Top quant says a CVA model that is 80% accurate but takes 20% of the time is "very attractive"
Senior industry figures in Asia, including outgoing SFC chief Martin Wheatley, say Asia needs an internationally recognised ratings agency to compete with Fitch, Moody’s and Standard & Poor’s.
Adjusting the adjustments
Eurozone can finance a Spanish bail-out, but an Italian default is the real test of common currency’s survival, says NYU's Edward Altman
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.