Lehman brothers
US mortgage giant says segregating variation margin will hurt FHFA- and FCA-regulated entities, and create new funding obligations for swap dealers
The OECD highlights a lack of access to data and a need for varying risk models for regulators and risk managers
Data from Structuredproductreview.com shows that products maturing over the past three months have performed extremely well overall, with the only losses arising from Lehman Brothers-backed plans
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Lehman brothers articles
Hong Kong’s Securities and Futures Commission announced the implementation of its new rules governing structured products around a month or so earlier than expected. The SFC’s new rules, like those from other regulators, betray a greater desire to...
Citi has become the final major bank to reach a repurchase agreement with Hong Kong regulators on Lehman Brothers related structured products. But Lehman-related enforcement action is expected to rumble on.
New regulations mandating the central clearing of OTC derivatives bring operational risks for central counterparties and increased exposure to systemic risk. In the second of a two-part series, ORR looks at the problems and opportunities for clearing...
RBS adds former Barclays Capital and Lehman quant to help build firm-wide CVA model
The demise of participatory notes and other access derivatives has long been predicted amid regulatory clampdowns and permission increasingly being given to investors to access markets directly. Funding issues have also caused headaches for swaps issuers...
Hedge funds and other sophisticated investors have been positioning themselves as sellers of volatility and correlation, despite recent global events. But some market participants are urging caution. Mark Pengelly reports
Credit analysts predict drop in credit default swap spreads under new bank resolution regimes
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.
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