Excess regard for the techniques we know can lead to these methods being misapplied. Risk managers too often fall into this trap, argues David Rowe
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...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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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 for Europe and the US at Royal Bank of Scotland in...
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...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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