Sixth iteration of directive could pose danger to portfolio risk management
This paper presents the set-up of a behavioral credit-scoring model, and estimates such a model using an auto loan data set of one of the largest multinational financial institutions based in France.
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Key information document and Mifid II definitions need work
Dealers tout hybrid credit and equity-linked notes with Eurostoxx 50 exposure
Risk comparisons must be made easier under Priips KID, says AMF
Sponsored feature: BNP Paribas Securities Services
European Buyback Index will be used as an underlying for structured products
Europe sees sharp rise in leveraged structures as yield hunt continues and CFDs lose popularity
As the first pure-play dividend futures hedge fund, Melanion Capital believes it has an advantage in giving investors a solid return on investment by using this new asset class to generate pure alph...
Insurance supervisor will also allow XBLR reporting, says regulator's head of Solvency II
Tax, legal and practical reforms to the way structured products are transacted in France have slimmed the market to a slither, while similar changes have proved a spur to the Italian structured prod...
Questions remain about why France and Germany are yet to sign their IGAs with the US
Planned one-basis-point charge will be levied multiple times in cleared trades – and could “kill the market”
A twist in the tale of the transaction tax
A twist in the tale for artful dodgers
Watered down proposals include equity derivatives to avoid creating loophole, experts say
Touchstone appoints BNY Mellon to four more funds as the year ends with a steady stream of securities services mandates
Tax adviser to the French finance minister tells Risk the country's authorities will act on "tax evasion through synthetic instruments" if necessary, as cash equity volumes fall
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.