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
Gateway to Asia
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Bear Stearns articles
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
Investors should heed the lessons of the credit crunch by changing the products they invest in, said senior BNP Paribas bankers speaking at Risk ’s 2008 Derivatives Summit in London.
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.