Basel II remains wedded to incremental extensions to the market risk rules. It is time for a bolder approach in this area, argues David Rowe
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.
More Trading systems articles
Rating agencies have come under attack once again for assigning ratings to constant proportion debt obligations (CPDOs), during a panel discussion at the 2007 Credit Risk Summit Europe, held in London by Credit sister publication Risk magazine. The idea...
Eine Handvoll großer Hedgefonds hat in diesem Jahr eine Kampagne betrieben, um sich den Zugang zu Interdealer-Plattformen für den Handel mit Währungsoptionen zu eröffnen. Aber die Banken leisten erbitterten Widerstand, denn ihrer Ansicht nach würden...
The trouble faced by banks, asset-backed commercial paper conduits and structured investment vehicles in raising short-term financing in August and September has focused attention on liquidity risk. Banks are now changing their assumptions about the availability...
Recent turmoil in the US subprime mortgage market has seen mass downgrades, falling prices and a drying-up of liquidity in the secondary market. Did banks' stress tests prepare them adequately and were scenario simulations up to the task? Clive Davidson...
Reuters' Trade and Risk Management division has launched the Kondor+ Structured Products (KSP) platform which enables users to design, price and manage the risk of structured products. KSP allows users to develop new structured products without the need...
Rating agencies have come under attack once again for assigning ratings to constant proportion debt obligations (CPDOs), during a panel discussion yesterday at the 2007 Credit Risk Summit Europe, held in London by Credit sister publication Risk magazine....
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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