Royal bank of scotland (rbs)
The funding valuation adjustment traders have been adding to derivatives prices since bank funding costs first blew out in 2008 has proved controversial, putting theory and practice at odds with one another....
Latest in series of fixed income moves at Nomura as Cottle joins to head up European fixed income; new Barclays chief executive is retail banker; UBS creates CRO job for Asia-Pacific investment banking;...
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementation. Others are taking a more cautious approach, waiting for the industry to address key concerns such as security before they to embrace computing.
More Royal bank of scotland (rbs) articles
With an ultimate forward rate-based extrapolation looking very likely for Solvency II, the Royal Bank of Scotland Insurance ALM Advisory team has carried out extensive research on optimal hedge strategies for hedging the Solvency II risk-free rate
TriOptima’s new risk mitigation system, triBalance, is a big hit among dealers – but it faces a regulatory death sentence
CIO traders leave JP Morgan - the bank also creates new division, reshuffling top management; Deutsche hires Houari from Barclays; deputy fixed-income head leaves Nomura; new hedge fund hires top quant; Citi boost credit sales and trading
The UK’s big four banks are set to review 28,000 interest rate hedging trades with smaller companies after the Financial Services Authority found evidence of serious failings in sales practices. How widespread were the problems and what went wrong?...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.