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...
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...
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
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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...
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...
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...
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...
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),...
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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