Risk systems
Why pension funds do not readily invest in the hedge fund industry
Experts discuss the role of pension fund trustees and giving value for money
Credit risk systems: Getting the risk right
The requirements of the new Basel Accord are prompting some banks in Asia to begin implementing sophisticated credit systems, but there are still some obstacles to overcome.
CDS: the quest for neutral pricing data
Price data services
iBoxx unveils range of liquid indices
Credit tech
Implementing Basel II: the practical implications
180 risk professionals gathered in London last month to discuss the practical implications of implementing Basel II. National discretion, economic capital models and data collection and consistency were all hot topics at this PRMIA/ISDA-hosted event.
Getting the risk right
Credit risk systems
The convergence of ALM and ERM
Banks seeking a truly complete view of their exposures are beginning to seek ways to integrate the enterprise risk management systems they use for their trading books with the asset and liability management systems they use for their banking books. Clive…
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.
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.
Liquidity and good returns are key for Preservation Trust
JC Clark offers an insider's perspective on the success of his Preservation Trust
Franklin seeks approval for US fund to launch in Europe
US-registered global equity fund sets for european shores
White-lightning response is needed for US market
There is still fundamental value in the US market, but fund managers have to be quick of the mark to exploit the current situation
Staying neutral
Crescendo UK fights market difficulties to avoid a drawdown in recent volatile markets
Correlation and credit risk
Active development of full credit portfolio modelling continues apace, even though it is not recognised in the proposed Basel II framework.
The power of the CDS
Credit default swaps
Risk systems take a back seat
Systems
A need for preparation
IAS 39
Borealis signs up to Tempest XL risk management system
Borealis Group, the Danish chemical producer, is to use the Tempest XL trading and risk management system developed by technology and systems provider Triple Point Technology.
Specialist managers see more shorting activity
Accounting anomalies and heavy debt mean shorting is on a roll
DePfa implement complete Basel II compliant risk manager
DePfa Bank has completed the implementation of the Kamakura Risk Manager suite having purchased the license in late 2001. The system is the first to completely integrate credit risk, market risk, asset and liability risks and meets the needs of Basel II.