Risk Staff
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Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
FSA to skip QIS4 to concentrate on QIS5
LONDON – The UK’s Financial Services Authority (FSA) will not be participating in a quantitative impact study four (QIS4), but will instead focus on providing information for a QIS5, according to a letter from the regulator to industry association…
Deutsche hires El Khoury
Jean El Khoury has joined Deutsche Bank as a director, US index trading, in the securities arm’s global markets division.
New home-host guide from CEBS
MONTE CARLO – The Committee of European Banking Supervisors (CEBS) is planning to publish a paper in July for a three-month consultation period that will ‘flesh out’ the home-host framework for the advanced measurement approach, according to senior CEBS…
CDOs unlikely to be affected by GM and Ford, says Fitch
Synthetic collateralised debt obligations (CDO) are unlikely to experience downgrades on the back of weakening credit ratings in the US automotive sector, says Fitch Ratings
Basel II NPR to be delayed
WASHINGTON, DC – US federal banking agencies may revisit the Basel II implementation timeline, after additional analysis of the quantitative impact study four (QIS4) results. The additional analysis will delay the release of the Basel II Notice of…
Barriers to entry
Accounting rules have long given bankers headaches. And IAS 39 compliance could even put banks looking to enter the structured products market at a competitive disadvantage. Patrick Fletcher examines how the rules are affecting the shape of the industry
A Five-Year Plan
In an ambitious project, HVB Americas is cutting trade exceptions, consolidating its data warehouse and automating a raft of manual processes.
Basel IIBetter for everyone?
On June 26, 2004, international banking supervisors agreed in Basel, Switzerland to a new framework that will alter the way many banks calculate their capital requirements. The new Basel Capital Accord is to be phased in during 2007 and is scheduled for…
Plugging the gaps
Italian banks have overhauled the risk management of their loan portfolios. But weaknesses still remain, particularly in the area of risk-adjusted pricing and credit risk transfer. Rachel Wolcott looks at what steps Italy’s banks are taking to fill the…
Directory Listing >> TLC Risk Solutions for Basel II compliance
TLC Risk Solutions' barracuda® software product is the complete solution for the calculation of regulatory capital under Basel II. barracuda® is the best of breed Basel II solution in terms of its functionality, comprehensiveness, flexibility and value…
Size matters, finds Greenwich survey
The ability to execute large currency trades is one of the key components in winning new FX business from corporates and institutional clients, according to latest research from Greenwich Associates.
Basel Committee releases final draft of banking compliance guide
The Basel Committee on Banking Supervision (BCBS) has released the final version of its compliance guide, which provides guidance on compliance using a principles-based framework.