Leverage
Risk USA: SEC adoption of Basel II "allowed 30-to-1 leverage"
The Securities and Exchange Commission's (SEC) capital treatment for US securities firms under the Basel II accord permitted investment banks to massively over-leverage their balance sheets, setting the...
Funds of hedge funds should be compelled to carry out better liquidity risk assessment and due diligence, said the International Organisation of Securities Commissions (Iosco) in a recent report. The...
At a September 6 meeting held at the Bank for International Settlements, the joint group of central bank governors and senior regulators that oversees the Basel Committee on Banking Supervision gave its...
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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 Leverage articles
Tales of leverage
Regulators are proposing the introduction of leverage caps on banks. However, Satyajit Das argues leverage achieved through derivatives does not always show up in traditional leverage measurements
Tales of leverage
Regulators are proposing the introduction of leverage caps on banks. However, Satyajit Das argues leverage achieved through derivatives does not always show up in traditional leverage measurements
US Wrap: S&P 500 still dominates growth products
The S&P 500 continues to dominate growth products, despite the illusion of index diversity. Morgan Stanley launched a three-year leveraged participation note ahead of the weekend which linked to three indexes: the S&P 500, the Nasdaq 100 and the MSCI...
BCBS releases valuation and leverage report
Basel Committee looks at the role of valuation and leverage in procyclicality
FTSE offers leverage on benchmarks
Index provider FTSE has launched short and leveraged indexes on the FTSE 100 and 250 indexes, which aim to provide opportunities to exploit the volatility in the UK market by allowing investors to go short the market or gear up. The indexes are designed...
Fund farewells to leverage
After the heydays of 2005 and 2006, the structured funds space is showing signs of strain. Liquidity shortages and worries about the future of some hedge funds have taken their toll, leading some banks to withdraw or make big cuts in investment in this...
Rating knock-outs
Constant proportion debt obligations and their AAA ratings have elicited strong feelings throughout the structured credit market since their invention in 2006. In the wake of market gyrations, both their net asset values and their ratings are under threat....
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.
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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.
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