Technical papers/Central Banks
Auto-collateralization as a liquidity-saving mechanism
This paper examines the effects of introducing an auto-collateralization scheme in a simulated securities settlement system. Using artificially generated data, it shows that auto-collateralization can...
The recent financial crisis has shown that liquidity risk is far more important and intricate than regulators had previously acknowledged. The shift from bank-based to market-based financial systems and...
This paper establishes a link between investment in financial market infrastructure and its governance structure as either a user-oriented or a for-profit organization. The infrastructure is used to ensure...
Don't get left behind
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 Technical papers/Central Banks articles
Is collateral becoming scarce? Evidence for the euro area
The global financial crisis has driven several trends in wholesale financial markets that have led to a higher demand for high-quality collateral. More transactions are now secured instead of unsecured on the money market, and, in overthe-counter derivatives...
Inflation ist normal
Ausgehend von der Beobachtung, dass lognormale Markt-Caplet-Volatilitäten von weniger als 1% Normalität für Fälligkeiten von bis zu 30 Jahren implizieren, führt Chris Kenyon normalbasierte Smile-Modelle für die Inflation im Jahresvergleich ein....
Structural modelling of subprime mortgages
With the economy still suffering from the waves of the credit crunch, triggered by a housing price slump, Yong Kim provides a structural model of subprime mortgages based on housing market risks. Given the enormity of the subprime mortgage market failure,...
The contractual trust arrangement
Voluntary funding by plan sponsors using CTAs has recently become a feature of the German pension landscape. This paper reviews common reasons for using CTAs and finds many of them lacking in substance
Modellierung von Inflation
Lars Kjaergaard modelliert Inflation mit einer dreifaktoriellen Gauß-Methode. Sie ergibt eine einfache Beschreibung von Derivaten, die an Inflation und Zinssätze gebunden sind, und erlaubt eine schnelle Bewertung. Dann zeigt der Autor, wie das Modell...
The true cost of no-cost mortgages
Banks offering no-cost mortgages have been accused of hiding the real cost of the loan from borrowers. But as Andrew Kalotay and Jinghua Qian explain, lenders can also run into problems if they fail to calculate correctly the prepayment behaviour of these...
Modelling South African swap spreads
Even though domestic swap spreads are stretched several standard deviations above historical three- and seven-year means, these spreads exhibit a statistically viable upward trend. Nevertheless, some moderation in the 10-year spread is expected over the...
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.
Related conferences
-
Risk OTC Derivatives Clearing Summit
USA, 5th Jun 2013
-
Quant Congress Europe
UK, 12th Jun 2013
-
Risk and Return Brasil - Portuguese
Brazil, 12th Jun 2013
-
Risk & Return Brazil - English
Brazil, 12th Jun 2013
-
What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
Related training
-
Nexus-Risk Training
Canada, 21st - 16th Oct 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Market Data, Reference Data & Technology Training
Canada, 10th - 14th Jun 2013
-
Managing Risks in Foreign Exchange
USA, 11th - 12th Jun 2013
Updating your subscription status 
Risk IPad Apps
Email alerts
Weekly poll
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.
- Global securities enforcement activity stepping up to meet new market challenges
- Lender market advisory: swap guarantees – keepwells and excluded obligations
- M&A representations and warranties insurance: what every buyer and seller needs to know
- Green REITs, MLPs and Up-Cs
- How important is collaborative technology in managing risk?
Related Jobs
