Danske bank
Basel 2.5 caused €200 billion jump in RWAs
Published online only
Source: Risk magazine
European banks saw their RWAs leap at the turn of the year, as new trading book rules collided with the EBA's call to achieve a 9% capital minimum
Published online only
Source: Risk magazine
JP Morgan scoops six categories in Risk’s annual awards, with Deutsche Bank winning three. Two colleagues from Danske Bank – Jesper Andreasen and Brian Huge – land the award for quantitative research,...
Original headline:
Source: Risk magazine
Market participants have endured a 12-month period of dramatic upheaval. Despite the challenges they faced, some companies managed not just to survive but to thrive – and helped clients to do so, too....
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More Danske bank articles
Quants of the year: Jesper Andreasen and Brian Huge, Danske Bank
Original headline:
Source: Risk magazine
The markets classically assumed by quantitative finance trade continuously, are frictionless, infinitely deep and liquid, and often normally distributed – a fiction so enchanting that many modellers mistook it for reality in the pre-crisis years. One...
Right Laplace, right time
Original headline:
Source: Risk magazine
Calibrating implied volatility just got easier – thanks to a classical mathematical device with an illustrious history. Laurie Carver introduces this month’s technical articles by looking at how the Laplace transform can make volatility calibration...
Data not judgement required for Nordic banks' Basel approach
Published online only
Source: Risk magazine
Nordic banks want to use the Basel framework’s advanced approach to credit risk capital, but local regulators are insistent that data – rather than judgement – has to be the basis for the calculations. Banks don’t have enough instances of default...
Nordic markets warm to central clearing
Published online only
Source: Risk magazine
Regulators across the globe are intent on forcing over-the-counter derivatives through central clearing. How are supervisors in the Nordic region responding, and could the relative lack of liquidity in domestic markets hamper their efforts? By Christopher...
Northern exposures
Original headline:
Source: Risk magazine
So far, the Nordic region has weathered the European sovereign debt crisis without too many scrapes. And, as the Nordic Risk 2010 derivatives rankings reveal, this is one reason why competition between banks – in and out of the region – is as hot...
Bargain basement in the Baltic states
Published online only
Source: Risk magazine
Scandinavian banks are set to become huge owners of Baltic real estate. A large proportion of home loans in the region come from Nordic lenders and repossessions are rising. Some banks are already making preparations to take over and service large numbers...
Danske Bank retail service crippled by ATM glitch
Original headline:
Source: Operational Risk & Regulation
Bank technical fault prevents consumers withdrawing cash from ATMs
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