Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Managers fear the sun may set on emerging market debt
EMERGING MARKETS
Sponsor's article > Is risk management dangerous?
Risk management has experienced such a remarkable rise in the past 15 years that some have begun to criticise its influence. These may be the complaints of those who bristle under its constraints. David Rowe argues that a recent more thoughtful critique…
Sponsor's article > Capitalia Case Study: Effective Integration of Market, Credit and ALM
CAPITALIA BANKING GROUP is one of the top five banking organizations in Italy with total assets of EUR155bn. Based in Rome, the group is the product of the merger of several leading Italian financial institutions over the last two years.
Sponsor's article > BNL Case Study: Improving Risk Control and Achieving Capital Savings
Today, with approximately 17,000 employees, 700 branches across Italy, an international presence to support its corporate clients, and a ranking within the top 50 of European banks in terms of market capitalization, Banca Nazionale del Lavoro (BNL) is…
Time to get motivated on modelling
Lack of historical data is hampering financial firms from creating the type of op risk models they must have in place for Basel II compliance. By Oonagh Leighton
New software solution from Protiviti
CHICAGO, ILLINOIS - Protiviti, the US-based consulting company formed by past partners of Arthur Andersen, has launched a new op risk software product. Protiviti enters a market-place that is in a state of evolution - although mergers are common, so are…
Providus offers new RiskResolve module
NASHUA, NEW HAMPSHIRE - Providus, the New Hampshire-based financial software firm, is planning to announce the launch of a new module for its RiskResolve product at the end of March.
Both sides of the fence
Germany
A solid foundation
Germany
Basel Committee set to shift on counterparty credit exposures
The Basel Committee on Banking Supervision is likely to bow to pressure from the banking industry and change the way it deals with counterparty credit risk.
Caruana calls for more banking industry support for Basel II
The chairman of the Basel Committee on Banking Supervision, Jaime Caruana, today called for more help from the banking industry in verifying that the Basel II framework is correctly calibrated.
Editor’s letter
Editorial
Capital requirements for non-Basel II banks
WASHINGTON, DC – US banks that are not required to implement Basel II, and are not choosing to ‘opt in’ to it, will nonetheless be required to update their approach to capital calculation, according to regulators speaking at recent US events.
People swaps
Germany
MiFID rolls on despite industry gripes
BRUSSELS - The implementation of the Markets in Financial Instruments Directive (MiFID) rolls on, much to the chagrin of some financial services firms.
Basel hurries to clarify questions
BASEL, SWITZERLAND – Members of the Basel Committee on Banking Supervision are burning the midnight oil to try to resolve some difficult op risk issues before various jurisdictions are forced to finalise their Basel II rules to meet implementation…
CRD deadline fears
BRUSSELS AND LONDON – Concerns about the timing of the EU Capital Requirements Directive (CRD) are mounting as it is becoming clearer that delays – both due to procedural problems and disagreements related to the content of the directive – are likely to…
Turbulent times
Germany
Germany’s closed shop
Germany
The sum of its parts
Germany
Shopping for curves
Germany
A shift in perspective
Germany
A solid foundation
Germany