French bank becomes the latest to divulge a revenue impact from a change to overnight indexed swap discounting
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Libor articles
The reduced scale of hedge fund carry trade activities compared with previous crises such as the collapse of Lehman Brothers in 2008 has reined in potential increases in the yen libor rate and short-end JGBs.
Three months have passed since the Basel Committee on Banking Supervision published the final version of Basel III, and attention is now firmly on implementation. The new rules will require banks to hold higher-quality capital, comply with a new leverage...
Most major derivatives dealers now accept that collateralised trades should be discounted using the overnight indexed swap rate, while a bank’s own cost of funding should be used for non-collateralised trades. But change has been much slower in South...
The new financial world looks very different to the pre-crisis landscape. The absence of major players such as Lehman Brothers and Bear Stearns is one obvious change, as is the reduced market for structured credit. But perhaps the biggest alteration on...
Last year saw central clearing of over-the-counter derivatives trades formally enshrined in legislation. In the US, the Dodd-Frank Wall Street Reform and Consumer Protection Act was signed into law in July, while proposals on OTC derivatives reform published...
The traditionally uneventful repo financing market was turned upside down from 2007, as the US subprime fiasco started to evolve into a broader financial crisis. Normally predictable central banks began to cut interest rates more rapidly and in larger...
Deutsche Bank retained top spot in this year’s Deutsches Risk rankings – its sixth win in a row. Last year’s runner up, Commerzbank, held on to second place, while UniCredit – thanks to its dominance in equity derivatives – usurped DZ Bank in...
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.
USA, 5th Jun 2013
UK, 12th Jun 2013
Brazil, 12th Jun 2013
Brazil, 12th Jun 2013
UK, 3rd Jul 2013
Canada, 21st - 16th Oct 2013
UK, 22nd - 23rd May 2013
USA, 29th - 30th May 2013
UK, 5th - 6th Jun 2013
Canada, 10th - 14th Jun 2013
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