Articles by Risk Staff

• Risk management

Banks warned over regulatory risk

WASHINGTON, DC – Banking organisations should not overemphasise regulatory risk at the expense of more significant business risks, according to John Allison, chief executive officer of BB&T Corporation, the North Carolina-based $107 billion financial…

• 15 Nov 2005

• Technology

Sponsor's article> SunGard Acquires ERisk Holdings, Inc. to offer Enhanced Economic Capital Management

BOSTON, MA – November 14, 2005– SunGard today announced that it has acquired ERisk Holdings, Inc., a leading provider of economic capital management software and risk consulting services to financial institutions. The transaction, the terms of which have…

• 15 Nov 2005

• Credit risk

Mixed signals for derivatives

New solvency regulations in Sweden will force life insurers and occupational pension funds to mark their liabilities to market and stress test their positions under a new 'traffic light' regime. While the final result is unclear, the new rules look set…

• 15 Nov 2005

• Credit markets

Market value of investors’ US convertibles plummets 20%

The market value of institutional holdings of US convertible bonds has plunged nearly 20% during the past year, according to research by Greenwich Associates.

• 15 Nov 2005

• Regulation

Pushing the boundaries

The introduction of IAS 39 this year has caused some corporate treasurers to rethink their use of derivatives. Banks are looking to structure derivatives solutions that achieve the economic objective of a hedge, while avoiding undue volatility on the…

• 14 Nov 2005

• Regulation

CEBS' AMA and IRB guidelines under fire

LONDON – Industry groups have hit out at the Committee of European Banking Supervisors’ (CEBS) guidelines on implementation, validation and assessment of advanced measurement (AMA) and internal ratings based (IRB) approaches, or ‘Consultation Paper 10’.

• 14 Nov 2005

• Risk management

Asia Risk Awards 2005

Risk manager of the year bank: HSBC

• 11 Nov 2005

• Structured products

Capital modelling: Correlations in ESGs

Hoping to gain a competitive edge, leading life companies are demanding more control of their capital calculations, but can their ESG suppliers keep up with the demand?

• 11 Nov 2005

• Technology

More IT for MiFID

MiFID's success hinges on IT prospects, write Choongo Moonga and Phil Craig . But many in the industry are balking at the costs involved

• 07 Nov 2005

• Credit markets

Delphi credit event fixing set at auction

An auction to generate cash settlement prices for index credit derivatives referencing defaulted bonds of US-based automotive parts manufacturer Delphi was held today.

• 04 Nov 2005

• Structured products

Sponsor's article> Yorkshire Building Society Selects SunGard For Basel II Capital Management

London, UK– November 2, 2005– SunGard today announced that UK-based Yorkshire Building Society (YBS) is extending its relationship with SunGard with the selection of SunGard’s Basel II Capital Manager for retail, wholesale and securitization credit risk…

• 03 Nov 2005

• People

Singapore initiates competency standards

SINGAPORE – The Singapore government, through the Institute of Banking and Finance (IBF), launched the beginnings of a Financial Industry Competency Standards (FICS) programme in early September.

• 03 Nov 2005

• Rankings

Investment grade

Liquidity surveys: Sterling

• 01 Nov 2005

• Rankings

High yield

Liquidity surveys: Sterling

• 01 Nov 2005

• Foreign exchange

Highly Commended: Telecom Italia

• 01 Nov 2005

• Structured products

Pension fund trustees lack basic understanding of probability

News: Credit news

• 01 Nov 2005