Hedge fund managers based outside the European Union (EU) may have to comply with the alternative investment fund managers (AIFM) directive in order to market products to EU member states, under proposals...
Never has the need for efficient management around over-the-counter derivatives business been more crucial, or such a focus, as it is today. BNY Mellon discusses how, with its collateral management services,...
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.
More Valuation articles
Banks use a variety of pricing models across business lines, creating discrepancies in the way various financial instruments are priced. But developments in high-throughput computing could lead to the possibility of a global valuation model, argue Claudio...
Valuation of derivatives instruments has become a key focus for regulators and banks since the onset of the financial crisis, leading to greater demand for transparent and independent valuations. A group of industry experts convened in London recently...
Market dislocation at the end of 2008 prompted calls from many in the insurance industry for the addition of a liquidity premium to the MCEV discount rate. Barrie & Hibbert’s Craig Turnbull and Delme Pritchard examine whether its inclusion is really...
Defining – and subsequently predicting – human behaviour has been a focus of social psychologists since before World War II, when Americans Gordon Allport and HS Odbert laboriously compiled a list of 18,000 English words used to describe personalities....
A damning report by ratings agency Fitch has called for greater guidance, transparency and consistency into the application of Market Consistent Embedded Value (MCEV) principles while claiming continued prevarication over the standards is harming the...
Collateral management has been hoisted up to-do lists since Lehman Brothers collapsed last year. Under pressure from the Federal Reserve Bank of New York and other supervisors to make radical improvements to the operational infrastructure of the over-the-counter...
The second phase of the International Swaps and Derivatives Association's collateral dispute resolution protocol prescribes a market polling mechanism for settling disputes involving illiquid and complex transactions. How will the market poll work and...
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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