Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
M&G goes live with Trace Financial's CAMS
TECHNOLOGY
S&P launches CDO analytical tool
Credit tech
Running to stand still
Indices
BMA backs SEC
News
From small beginnings...
Cover story
The accidental analyst
Profile
Rhodia
News
Credit Crunch!
Clive Horwood
iBoxx unveils range of liquid indices
Credit tech
Key Basel II package expected tomorrow
Global banking regulators plan to issue a package of documents on the Basel II bank accord tomorrow, including a key survey seeking information on how the complex, risk-based accord might affect banks around the world.
Basel II system improvements still unclear, says UK regulator
The precise steps banks need to take to ensure their risk management systems are compliant with the proposed Basel II capital accord aimed at making the world’s banking system safer is unclear, a UK regulator said yesterday.
UK expects EU countries to reopen Basel II arguments
UK regulators expect that other European Union (EU) countries will try to reopen Basel II bank accord discussions within the EU framework, a senior UK supervisor said on Monday.
CLS endorses ‘in-principle’ Hong Kong and New Zealand dollars
CLS Bank, which launched continuous linked settlement (CLS), the global foreign exchange settlement system, on September 9, has said that Hong Kong and New Zealand dollars should become eligible currencies once they have satisfied CLS Bank rules.
Op risk rules inadequate, says Isma professor
The Basel II capital accord rules regarding operational risks for financial institutions are inadequate, Jacques Pézier, a visiting professor at Reading University’s Isma Centre, told delegates at a conference in London this morning.
Poor vendor data delays BofNY securities ‘master’ project
The Bank of New York said its efforts to build a ‘master’ securities database was delayed due to poor data from between 13 to 15 data providers.
Banks advised to make Basel II views known in QIS 3
Banks would be wise to make their views on the complex Basel II bank capital accord known via the key QIS 3 survey due out on October 1, the UK’s chief financial regulator said today.
Job cuts at Nordea Securities to have minimal derivatives impact
Nordea's decision to slash nearly 20% of its Nordea Securities investment banking workforce should have only a limited impact on the Nordic bank’s derivatives business, it announced yesterday.
Banks in 50 countries will complete Basel II QIS 3 survey
Two hundred and sixty-five banks from nearly 50 countries have agreed to take part in the key third quantitative impact study, QIS 3, that seeks information on how the complex Basel II capital accord will affect banks, the world’s top international…
Fortis London commodities unit to implement Ubitrade system
Fortis Commodities Brokerage, the London commodity trading unit of Benelux bank Fortis, has signed up to Ubitrade Futures & Options, a capital markets trading and risk management system developed by French company Ubitrade.
Single-bank capital accord impossible for all banks, says Basel chief
Differences between banking systems make it impossible to conceive of a single-bank protective capital accord that would work for all banks in all countries, the world’s top international banking regulator said today.
European fund managers seek united voice on EU laws
Two leading trade bodies representing European fund managers are looking at ways of providing a united voice on European Union (EU) laws and rules affecting them, including the EU’s proposed third capital adequacy directive, Cad 3.