Basel report highlights overuse of standardised approach
Stress tests expose flaw in formula to calculate volatility adjustment
Some supervisors pressing firms to risk weight sovereign bonds
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Sovereign bonds articles
High yields and low volatility driving comeback from core-Europe firms
Banca d'Italia proposes to allow its banks to ignore some government bond volatility
Your word is my bond
Irish bank capital numbers would filter out unrealised gains and losses on government bonds
Fixed income ETF launched at a time of volatility in the Indonesian domestic market
This white paper deals with the implications of the case of NML Capital Ltd v Argentina. Although the decision applies specifically to sovereign debt contracts governed by New York law, it could hav...
Assuming no change at the Federal Reserve’s month-end rate-setting meeting, February will be the fiftieth straight month in which the central bank has held its target rate at 0%. That’s a continuing...
Behind-the-scenes clampdown sets loss-given-default floor at 45% – and could make UK bonds less attractive
Link-up will allow institutional fixed-income investors to apply ESG investment strategies to their bond portfolios
An auction to settle the Greek sovereign CDS goes smoothly, but some participants argue the documentation needs to be revisited
A recipe for disaster?
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.