Jack of all trades
European bank sovereign derivatives exposures revealed
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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
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.