Concentration risk
Central clearing: what obstacles remain for Asia?
Despite the deadline for introducing central clearing already passing, a number of questions are unanswered. Leading figures from around the region voice their concerns
It looks like low interest rates are here to stay for some time. Insurance companies need to work out how to place their money and how to diversify, because there is little yield to be had at the front...
Jasper Hommels and Viktor Tchistiakov describe the implementation of a simple analytical framework for the name concentration measurement that occurs in a credit portfolio due to imperfect diversification...
Don't get left behind
How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Concentration risk articles
Name concentration correction
Jasper Hommels and Viktor Tchistiakov describe the implementation of a simple analytical framework for the name concentration measurement that occurs in a credit portfolio due to imperfect diversification of idiosyncratic risk. The result is an intuitive...
Concerns grow on correlation of derivatives collateral
Sovereign debt crisis raises fears about correlation of derivative collateral denominated in domestic currencies
AIFM provision threatens to change the risk profile of depository banks...
Article 17 of AIFM seeks to impose strict liability on depository banks that could have far-reaching ramifications for the industry
Breaking up banks could increase instability, research finds
Banking systems with small numbers of large banks are more stable and less likely to undergo crises, according to World Bank and NBER economists.
Banks log concerns over Cebs concentration risk guidelines
Implementing new concentration risk guidelines by the end of 2010 could be problematic, according to a UK banker at a public hearing on March 12 to discuss the draft guidelines from the Committee of European Banking Supervisors (Cebs). Bill Hayward, head...
CEBS guides on concentration risk
The Committee of European Banking Supervisors (Cebs) has issued guidelines on concentration risk. The document (CP31), published on December 11, contains a section on operational risk concentration (OPRC), the understanding of which Cebs says is “in...
Fitch report explores concentration risk in Basel II proposals
Rating agency findings suggest unintended Basel II concentration risks
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
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.
Related conferences
-
Risk OTC Derivatives Clearing Summit
USA, 5th Jun 2013
-
Quant Congress Europe
UK, 12th Jun 2013
-
Risk and Return Brasil - Portuguese
Brazil, 12th Jun 2013
-
Risk & Return Brazil - English
Brazil, 12th Jun 2013
-
What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
Related training
-
Nexus-Risk Training
Canada, 21st - 16th Oct 2013
-
Gas Portfolio Optimisation
UK, 22nd - 23rd May 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Market Data, Reference Data & Technology Training
Canada, 10th - 14th Jun 2013
Updating your subscription status 
Risk IPad Apps
Email alerts
Weekly poll
Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
Related Jobs
