Market risk
Société Générale suffers €1.4 billion in asset writedowns
PARIS – Société Générale (SG) has suffered a €1.4 billion ($2 billion) hit to its quarterly profits as result of having to make writedowns and provisions on US mortgage-related assets. The French...
Complaints about the Basel Committee on Banking Supervision's proposed capital rules for correlation trading have resumed following the conclusion on January 15 of tests designed to measure the impact...
The use of exchange-traded funds (ETFs) in the US could be contributing to a gradual rise in correlation within major equity markets, according to Stephen Einchcomb, head of equity derivatives strategy...
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How banks needs to consider their IT infrastructure
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WEF: Oil price spikes remain top 10 risk for 2010
Oil price spikes remain one of the World Economic Forum's (WEF) top 10 economic risks for 2010, with the risk-rating moving up to medium risk from low risk in 2009.
Rate rise stress tests must be more severe, banks warned
US banks must ensure they are ready to deal with sudden massive rises in interest rates, regulators warned yesterday. The Federal Deposit Insurance Corporation, the Federal Reserve Board and four other federal financial regulators released an advisory...
Exceptions to the rule
Regulators have traditionally seen value-at-risk exceptions as an early warning of weaknesses in bank risk models. However, the financial crisis has shown VAR exceptions cannot be used to predict bank failures or distress.
Trading book rules fail to shed light on bank capital needs
The capital charge banks can expect from new trading book rules is still unclear - despite the publication of a 43-bank study by the Basel Committee on Banking Supervision on October 15. While the quantitative impact study (QIS) reports an average increase...
Being stressed is good for you
Increased regulatory focus means stress testing can no longer play a minor role in banks’ strategic thinking and capital considerations. Many institutions require cultural and procedural change to make this happen, but are they capable of bringing it...
Basel QIS confirms higher trading capital levels
Trading book capital levels should increase two- or three-fold, if proposals from the Basel Committee on Banking Supervision are implemented, according to the committee's latest quantitative impact study (QIS). In January, the committee's trading book...
Anticipating and mitigating catastrophic risk
Recent market turmoil has put risk management firmly in the spotlight, with regulators, lawmakers, industry practitioners, senior management, and the press all scrutinizing current risk management practices. Standard measures such as value at risk (VaR),...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
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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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
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