Banks have long talked about enterprise risk management, but many have historically measured risk types separately and aggregated the results. The financial crisis has highlighted that credit and market...
Proposed changes to the Basel II Accord’s trading book regime, due in early July, will make correlation trading uneconomical unless a compromise can be found, say dealers.
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While 'risk management' at financial institutions has become dinner table conversation globally over the past 18 months, 'stress-testing' has been elevated to the lofty heights of US talk radio, dozens of popular blogs and other unusual media venues,...
Banks have long talked of enterprise risk management, but many firms have historically measured risk types separately and aggregated the results. The financial crisis has highlighted that credit and market risk are closely linked. What are the challenges...
The US government's bank stress tests appear to have been successful in stabilising financial markets, but some market observers believe they are obscuring broader systemic problems and could hamper efforts to deal with toxic assets.
Credit spreads on highly rated names have blown out to levels that are proving irresistible to many buy-and-hold investors such as pension funds. But tail risk in the form of increased default expectations is still a major consideration. Blake Evans-Pritchard...
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.
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