Funding
Danish and Latvian debt offices move to two-way CSAs
Cheaper swaps prices have convinced two more DMOs to sign collateral agreements
It’s no surprise to find that Société Générale Corporate & Investment Banking (SG CIB) was involved in a large, long-dated equity repo transaction with a US bank last year. What is more surprising...
A raft of changes is in the offing for the controversial liquidity coverage ratio as regulators try to meet a year-end deadline – but it may not appease critics of the rule. Michael Watt reports
Don't get left behind
How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Funding articles
Risk USA: Citi hopes to revive crisis derivatives product as ETF
Liquidity hedge plan was shelved after Risk article generated criticism. Now it's back, but as an exchange-traded fund
Clearing members fear $5 billion intra-day funding burden
Clearing houses can call for margin multiple times a day to protect against wild markets. But the burden of meeting those calls will initially fall on member firms – potentially creating a source of severe funding stress. By Matt Cameron
In-depth introduction: Libor
Risk first wrote about suspicions that Libor rates were being rigged in January 2008 – three months before the Wall Street Journal article that is widely credited with breaking the story (Risk January 2008, pages 74–76). The key elements were all...
Optimising retail deposit pricing
Banks are holding more retail deposits and also paying more for them – a recipe for reduced funding risk but also reduced profitability. Wei Ke, Ben Snowman, Ada Pham and Jens Baumgarten argue banks can mitigate the latter effect by analysing customer...
Quant Congress Europe: FVA ends ‘Platonic price’, says Brigo
No going back from FVA, says Imperial College professor – and other speakers at the conference agreed
The FVA debate continues: Hull and White respond to their critics
John Hull and Alan White sparked a heated debate when their article in Risk’s 25th anniversary issue argued funding costs should not be reflected in derivatives prices. Here, they respond to their critics
Responding to the eurozone crisis
Société Générale spent a month at the centre of the eurozone crisis last year, and the bank has responded by reining in its US dollar funding needs and boosting its liquidity buffer. The investment banking unit is also learning constraint under new...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
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.
Related conferences
-
Risk OTC Derivatives Clearing Summit
USA, 5th Jun 2013
-
Quant Congress Europe
UK, 12th Jun 2013
-
Risk and Return Brasil - Portuguese
Brazil, 12th Jun 2013
-
Risk & Return Brazil - English
Brazil, 12th Jun 2013
-
What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
Related training
-
Nexus-Risk Training
Canada, 21st - 16th Oct 2013
-
Gas Portfolio Optimisation
UK, 22nd - 23rd May 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Market Data, Reference Data & Technology Training
Canada, 10th - 14th Jun 2013
Updating your subscription status 
Risk IPad Apps
Email alerts
Weekly poll
Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
Related Jobs
