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...
Spreads flat or slightly tighter despite political squabbling over size of EFSF
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.
More France articles
Risk perceptions on European banks fall as Merkel and Sarkozy agree to produce a recapitalisation plan within the month
Owner of Natixis overstated derivatives exposure to France by €3.4 billion after mixing up notional and mark-to-market numbers
The decision by Moody’s to downgrade Lloyds and RBS fails to spark surge in CDS spreads, while other European banks finish more or less unchanged on the week despite continuing woes in the eurozone
Traders say decision by Moody’s was already priced in as major French banks escape CDS blow out
French banks see further spread widening, before disclosure by Société Générale on its eurozone sovereign exposure prompts a turnaround for that bank
Dealers say volumes have been light as market participants try to work out scope of bans – with confusion arising on index trades and the geographic reach of the rules
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
UK, 3rd Jul 2013
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