Sovereign debt crisis
Fixing the flaw in sovereign CDSs
Good fortune ensured credit default swaps (CDSs) on Greek debt paid out at a level close to the actual losses suffered by bondholders in the country’s restructuring. But the market cannot rely on luck....
Banco de España is one of a number of European supervisors allowing its banks to ignore a Basel 2.5 requirement to model default risk on government bonds
In the four months between the start of December last year and the end of March, Italian and Spanish banks bought more than €140 billion in government bonds – much of them issued by their domestic...
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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 Sovereign debt crisis articles
Basel 2.5 meets the Sarkozy trade: new rules could hit bond demand
Regulators want banks to hold more capital against government bond positions, but the regime is being changed at a time when the industry is the main source of demand for big eurozone issuers such as Italy and Spain. In addition, banks fear modelling...
Eurozone scenarios: political analysts give their views
Political analysts are increasingly being used by banks to help with eurozone scenario planning. Here, experts from two firms share their views on the key issues facing the single currency. By Michael Watt
Greek exit threatens eurozone ALM
Attempts to match assets and liabilities on a country-by-country basis could be threatened if Greece leaves the eurozone. Banks fear the imposition of capital controls – the precursor to a redenomination – would spook depositors in other peripheral...
Eurozone risk management gets political
Deposit flight from Greek banks in the aftermath of the country’s May elections provided a stark reminder of the growing importance of political risk in Europe, a subject banks have had to swot up on in recent years. By Michael Watt, with additional...
Risk institutional investor rankings 2012
Credit ratings for sovereigns and dealers are on the slide – an extra incentive to use clearing houses – but only the biggest institutions have started clearing, and half of respondents to this year’s rankings say they are not expecting to do so...
Deposit flight threatens banks' eurozone ALM efforts
Attempts to match assets and liabilities on a country-by-country basis could be threatened if Greece exits eurozone, lenders fear
iShares launches single-country eurozone debt ETFs
iShares is offering a play on uncertainty in the eurozone with the launch of eight ETFs that offer exposure to the sovereign debt of individual eurozone members
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.
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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.
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.
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