Working group is also considering raising betas in the Basel II standardised approach to encourage movement towards the AMA, but some say this is not the answer
Invesco PowerShares has responded to investor requests for a different take on equity-based investments with low-volatility and high-beta index-based ETFs
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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The growth of the exchange-traded funds market during the financial crisis put structured products in the shade. As the market recovers, debates about the respective benefits of the two vehicles are as prominent as ever. But have innovations blurred the...
FTSE has launched an index which allows investors to access 10 of developed market currencies.
Andrew Sheen at the UK Financial Services Authority has rapidly become one of the most respected experts in operational risk, perhaps due to his clear vision of where the profession needs to go and what it must do to get there.
For a moment it looked as if the post-crisis drive for reform was losing momentum. But the Basel Committee on Banking Supervision has established working groups to keep the industry focused, and to propose ways to keep moving forward
Rumours that regulators will be recalibrating the TSA betas have been proven true
JP Morgan has launched an Alternative Index Series that includes benchmarks for alternative beta. The series will provide exposure to a core range of liquid alternative investments in a transparent and flexible form, and is aimed at allocations targeting...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future