Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Facing the Four Risks
CIOs must prepare for threats that could spell disaster for their firms, so how can they survive in dangerous waters?
Land of the Setting Exchanges
The Japanese exchanges have not had a happy New Year. Can they regain trust after a series of mishaps?
BIS review reports record highs in emerging markets
The Bank for International Settlements (BIS) has today released its quarterly review, International Banking and Financial Market Developments. The report found that emerging markets have reached record highs earlier this year, a direct result of the…
Singapore releases guidelines on risk management practices
The Monetary Authority of Singapore (MAS) has released a series of guidelines on risk management practices. The guidelines cover credit risk, market risk, internal controls and the role of an institution’s board of directors and senior management.
Three-pillar structure to be applied to EU insurance regulation
A discussion paper released by the Financial Standards Authority (FSA) and the Treasury confirms that the three-pillar structure will be applied to insurance regulation. ‘Solvency II: a new framework for prudential regulation of insurance in the EU’…
FSA publishes second consultation paper on Capital Requirements Directive
The Financial Services Authority (FSA) has released its proposals for implementing the EU Capital Requirements Directive (CRD). 'Strengthening Capital Standards 2' is the FSA's major consultation on this subject and includes the full set of draft…
Credit options: Arrested development
Credit Options
Capital markets bodies form single association
The ICMA, BMA and Isda are joining forces to create the Global Capital Markets Board
Hedge funds preoccupy ABS West conference
The main debate concerned the growing role of hedge funds in securitisation
Is time running out for General Motors?
General Motors
Isda issues follow-up to Novation Protocol
The Novation Protocol II differs from the original in being open-ended
BoA re-aligns loan assignment fee structure
The changes bring the bank in line with other major banks in waiving certain fees
High Yield flying high
High Yield
Lehman launches high-yield loan index
The move is in response to the growth of high-yield floating-rate leveraged loans
The new man at the helm of the US economy
Fed chairman Ben Bernanke's maiden testimony in February reassured the bond markets with soothing tones of continuity with the Greenspan era. But with question marks still hanging over his inflation policy, and how much of an impact his personal style of…
Payback time for Latin America
Brazil and Argentina have repaid in full the debt owed to the IMF. But while Brazil seemed grateful for the loan, Argentina's president made a bridge-burning speech attacking the Fund's policies. Josh Goodman looks at the two nations' economic outlook
Hedge trade error costs Nordea EUR20 million
The incorrect hedge registration by a trader went unnoticed for several weeks
S&P predicts greater sovereign rating demand
Ratings on emerging market sovereigns will be a growth area, says the agency
Talking Point - Event risk
Single-name event risk is posing increasing challenges for bond investors. Credit asks whether idiosyncratic risk will force an underperformance in credit spreads this year