Court sets "dangerous precedent" in allowing local corporate to walk away from swap without compensating UniCredit
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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It is well known that the quanto adjustment in the drift of the underlying has a significant impact on the prices of quanto options. Alexander Giese points out that an additional quanto adjustment in the underlying’s volatility needs to be considered...
Resignation letter links derivatives trade to moral collapse at bank
Debit value adjustments are considered accounting voodoo by many – but Goldman Sachs thinks the numbers are real enough to control with a hedging programme. Other banks may follow suit, at least for their derivatives liabilities, but it remains a controversial...
A definitions working group has worked with the ORX membership to draft a new set of op risk loss reporting standards. The new set is both fully comprehensive and flexible enough to be easily extended
Spreads are static and volumes light as EU finance ministers and the Greek government try to reach agreement over bail-out terms
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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