Billions of dollars in capital could be excluded under Basel proposals on derivatives DVA - with US banks hardest hit
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
Banks will not be able to avoid passing on the hefty costs of regulatory reform to their buy-side clients, argued participants at the ACI UK’s annual square mile debate
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.
More Basel iii articles
The European Parliament version of CRD IV exempts trades with non-financials from Basel III's CVA capital charge - and dealers are hoping it covers sovereigns as well as corporates
Eurex Clearing plans to be the first OTC clearer to offer full segregation of collateral when it launches in March - demand has risen since MF Global collapse
Accountants want banks to report as profits the impact of widening credit spreads on their liabilities, but regulators are moving in the other direction. The result could be painful deductions from capital, and two very different sets of incentives. Laurie...
Value-at-risk is usually calculated via Monte Carlo simulation, making it difficult to see the contributions from different risks. But in some circumstances approximate formulas can be derived that greatly save computing power – and explicitly show...
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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