Americas commodity head says bank is well positioned to cope with new rules
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
More Bear Stearns articles
Gateway to Asia
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...
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....
NEW YORK – The trial of Ralph Cioffi and Matthew Tannin for fraud began on October 13, with the two former Bear Stearns fund managers facing charges over the collapse of two hedge funds in June 2007....
Case against two Bear Stearns hedge fund managers to be decided in court
Losses and Lawsuits
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.