Settlement resolves civil claims over residential mortgage-backed securities
Future crises will be tougher to resolve if legal risks stop strong banks acquiring wounded competitors, warns CRO for RBS Americas
The demise of participatory notes and other access derivatives has long been predicted amid regulatory clampdowns and permission increasingly being given to investors to access markets directly. Funding...
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
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The collapse of Lehman Brothers caused regulators to focus on the systemic risk posed by the trillion-dollar tri-party repo market. An industry task force is making wholesale changes to the way the market works, but this is creating new challenges. Mark...
Tight rules should be drawn up to prevent dealers from wrongly classifying standardised derivatives trades as bespoke to evade central clearing, said Theo Lubke, senior vice-president in the bank supervision department of the Federal Reserve Bank of New...
NEW YORK – Matthew Tannin and Ralph Cioffi, the two former Bear Stearns hedge fund managers accused of fraud for misleading their investors about the subprime crisis, have been acquitted by a Brooklyn district court jury. The result of USA v Cioffi...
Failed US investment bank Bear Stearns forked out up to $2 billion in excess margin calls in the week of its collapse in a bid to maintain confidence, according to one of the firm's former chief risk officers. Speaking on a derivatives roundtable at...
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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