Financial accounting standards board statement 133 (fas 133)
Rule change could see growth in swaps indexed to federal funds rate
Industry says action is imperative as hedges could be rendered ineffective by the market's switch to OIS discounting
Pioneer Solutions’ president, Uday Baral, discusses how the needs of ETRM users are being met by the dynamic and efficient service his company offers
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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More Financial accounting standards board statement 133 (fas 133) articles
Jean-Claude Trichet, governor of the Bank of France, said transparency is essential to prevent a "herd mentality" in the financial market that can create artificial swings in market prices.
DePfa Bank has completed the implementation of the Kamakura Risk Manager suite having purchased the license in late 2001. The system is the first to completely integrate credit risk, market risk, as...
FAS 133 obliges US firms to put all financial derivative instruments that are not used to hedge exposure on the balance sheet at market value. Companies, therefore, disclose unrealised gains and losses...
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.