Libor
BNP Paribas takes €108 million hit on swaps after switch to OIS discounting...
French bank becomes the latest to divulge a revenue impact from a change to overnight indexed swap discounting
Société Générale
Has received subpoenas from several international authorities
Don't get left behind
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 Libor articles
Yen interbank funding market calm as government bond yields retrace
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.
South Africa
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...
Behind the curve
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...
Quant of the year: Vladimir Piterbarg, Barclays Capital
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...
Clearing house of the year: LCH.Clearnet
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...
In-house system of the year: Advanced Repo Curves, Barclays Capital
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...
Deutsches Risk Rankings 2010: Deutsche Bank top again
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...
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.
Related conferences
-
Risk OTC Derivatives Clearing Summit
USA, 5th Jun 2013
-
Quant Congress Europe
UK, 12th Jun 2013
-
Risk and Return Brasil - Portuguese
Brazil, 12th Jun 2013
-
Risk & Return Brazil - English
Brazil, 12th Jun 2013
-
What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
Related training
-
Nexus-Risk Training
Canada, 21st - 16th Oct 2013
-
Gas Portfolio Optimisation
UK, 22nd - 23rd May 2013
-
Active Risk Management in the Treasury
USA, 29th - 30th May 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Market Data, Reference Data & Technology Training
Canada, 10th - 14th Jun 2013
Updating your subscription status 
Risk IPad Apps
Email alerts
Weekly poll
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.
Related Jobs
