Europe's big banks have endured a rocky month of ratings downgrades, eurozone discord and funding stress
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There continues to be uncertainty about the direction of US inflation, particularly given the latest attempts by the Federal Reserve to stimulate growth, known as Operation Twist. This uncertainty is encouraging a broader range of investors and hedgers...
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Credit Suisse has launched an algorithmic platform that enables the creation of customised indexes based on liquid and listed instruments to give investors access to systematic equity investment strategies
Dealers say regulators have cooked up a pro-cyclical credit value adjustment capital charge that will force them to buy increasing amounts of protection in an illiquid market, regardless of changes in counterparty credit. The impact will be felt by uncollateralised...
Swiss banks had to switch over to Basel 2.5 at the start of 2011, but they are still wrestling with elements of the new trading book rules – from educating traders on the impact, to working out sovereign bond risks. And differences have already emerged...
Even if CDS contracts are not triggered in Greek restructuring, Basel III's CVA charge ensures the market will live on - but episode raises fresh questions about design of capital framework, dealers say
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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