Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Non-G10 countries to implement Basel II over 2007-09
South Africa has set January 1, 2008 as the implementation date for the new Basel Accord, also known as Basel II, according to Carel Oosthuizen, the head of Basel II implementation at the South African Reserve Bank.
Citi trades prompt MTS limits
Citigroup ignited a major market movement in the European government bond markets last week, prompting electronic execution platform provider MTS to implement temporary limits on orders, an industry source familiar with the situation told RiskNews’…
Complex products rule deemed 'too broad'
Three financial services trade associations released a critical joint response to the US banking agencies' proposed rule on complex structured transactions in mid-July.
Emerging nations consider Basel II
Latin America will be the non-OECD continent with the highest percentage of banking assets under the various Basel II op risk approaches according to a new study completed by the Financial Stability Institute.
Europe's insurers get used to a stricter regime
Regulators are increasingly bearing down on insurers as the market looks to establish better risk management practices. With the Solvency II proposals being drafted, what are insurance companies doing to make sure they can comply with the stricter…
New rules for a new era
The UK's new rules designed to implement a risk-based regime for regulating the insurance industry are due to come into place at the end of the year. John Ferry talks to the Financial Services Authority about what this means in practice for insurance…
PNC hires Gillani to oversee market risk
Pittsburgh-based PNC Financial Services has hired Fleet Boston’s former executive director of global market risk management, Aleem Gillani, as chief market risk officer.
SuperDerivatives upgrades forex platform
Options pricing systems vendor SuperDerivatives has launched an upgrade of its SD-FX system, according to RiskNews’ sister publication, Dealing With Technology .
Oil price hits Asian currencies
Surging oil prices have put pressure on Asian currencies, but the impact has been magnified by other factors influencing the region, analysts told RiskNews’ sister publication, FX Week .
Directory Listing >> Datawatch solutions and the quest for Basel II compliance
It has never been more important for organisations to have control over their data. In the aftermath of the astonishing accounting scandals of Enron, Worldcom, Adelphia, Global Crossing and others, the Sarbanes-Oxley Act together with the Basel 2 Accord…
HSBC’s profits up by a third
HSBC’s foreign exchange profits so far this year are up by more than a third compared with last year, with a massive $902 million earned from forex dealing in the first half, reports RiskNews' sister publication, FX Week .
Basel harmony still a long way off, notes IIF
“No-one really appreciated the complexity of the whole [Basel Accord] process,” says Charles Dallara, managing director at the Institute of International Finance (IIF). “It is only in the last nine months that regulators and bankers have woken up to the…
Putin’s endgame
Weather risk
Dealings in diesel
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All systems go
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Huberator’s hopes
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Samantha Unger
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Singing in the rain
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Following the trend
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Weather wrap-up
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Accepting responsibility
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Raining information
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Looking to the east
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Sponsor's article > Basel II: time for action
Despite some lingering issues, the main points of contention around the revised Basel II capital Accord have been resolved, and implementation seems more certain than it has for several years. David Rowe argues it is time to stop hoping it will go away…