Parala Capital has positioned itself as the first macro strategy boutique to sell trading strategies to investment banks and exchange-traded fund and index providers. Magda Ali hears how the ability to...
The shake-up at Citi now incorporates a new group, which will specialise in providing indexes and strategies
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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Quants received a lot of flak for the crisis, but the profession is on the cusp of a golden age, according to Myron Scholes, co-inventor of the Black-Scholes pricing model. In an interview with Laurie Carver, he also criticises post-crisis regulation,...
Banks are developing combined index strategies that allow investors to access a broader range of trading styles to maximise alpha
One disappointing aspect of the Basel II deliberations has been the lack of any proposed change in the treatment of counterparty credit exposures. David Rowe argues that recent dialogue between the Basel Committee and industry representatives offers hope...
BASEL - Banks participating in the QIS 3 survey can use internal pricing methods to allocate gross income to different business lines for the standardised approach to measuring operational risk in the Basel II bank accord, global banking regulators said...
BRUSSELS - European banks and investment firms would be able to use operational risk insurance to reduce capital charges in all approaches to measuring op risk under new European Union (EU) capital adequacy rules, banking industry and regulatory sources...
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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