Calculating credit value adjustment correctly for exotic instruments can require the simulation of scenarios within scenarios – and today’s computers may not be up to it. As a result, banks are looking...
US regulators are looking again at the impact of loss data collection thresholds on the results from internal data modelling of operational risk at banks. While some banks are collecting loss data down...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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Allowing banks to ignore falling bond prices for capital purposes is a legitimate move, says regulator
Tightening spreads are making it more difficult for banks to factor protection into their products and although the market is stabilising, having protection and products they understand is still an important factor for Banca Fideuram’s customers. Clare...
The Weather Risk Management Association (WRMA), the international trade organisation of the weather derivatives industry, yesterday said that the notional value of weather derivatives contracts fell by $100 million from last year’s figures.
Leading warrants dealers in the UK have rebutted claims that the London Stock Exchange’s (LSE) new covered warrants market is a flop.
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future