Libor
Uneconomic trading and market manipulation
Regulators, including the US Federal Energy Regulatory Commission, are aggressively targeting uneconomic trading in a crackdown on potential market manipulation. Such moves have striking parallels in the...
Responses to Iosco's Principles for Financial Benchmarks reveal concerns that many markets will not be able to support transactions-based rates; RBA questions 'lexicographic hierarchy'
The spread between Libor and overnight index swap rates used to be negligible – until the crisis. Its behaviour since can be explained theoretically and empirically by a model driven by typical lenders’...
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.
More Libor articles
Committed quotes an answer to Libor problem?
The Wheatley Review decided to stick with a patched-up Libor submission methodology, but some regulators want it replaced with a mechanism based entirely on transactions. The compromise may be to use committed quotes. Lukas Becker reports
Cultural failures at JP Morgan, Barclays and HBOS
Newly released reports into the failures of management at several major banks – HBOS, Barclays, and JP Morgan among them – show that some of the worst losses had roots deeper than the 2008 credit crisis. Toxic internal culture and poor management,...
Collateral convexity complexity
The crisis abolished the risk-free rate, and brought the role of credit support annexes to the fore in derivatives pricing. Paul McCloud develops the general pricing framework that allows the convexity effects to be captured
FCA sets thresholds for regulatory failure
Slip-ups resulting in more than £30m losses will merit investigation, UK regulator says
Singapore NDF probe hits market liquidity
The non-deliverable forward forex market last year fell under suspicion of the same rate-rigging that affected Libor and Sibor, and the fallout threatens to stifle liquidity and limit Asean forex hedging
FSA announces final plans for Libor reform
Administrator forced to manage conflicts of interest
JSCC to start client clearing by March 2014
Japan’s over-the-counter derivatives clearing house will soon allow member banks to offer client clearing and it also plans to merge with another domestic clearing house, according to a senior official.
How can investment banks use grid technology?
Learn how technology is enhancing risk management
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.
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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.
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The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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