Central banks
Software survey 2003
Survey
The role of correlation
Risk analysis
Credit and credibility
Credit risk modellers have made giant strides, but they still have to convince regulators that they can make the world a safer place.
Greenspan says international rules reflect cultural differences
WASHINGTON – Efforts to synchronise individual countries' regulatory systems are far more than a technical exercise – they largely reflect differing conventions of business behaviour, especially attitudes toward competition, US Federal Reserve Board…
Fitch to investigate credit derivatives risk concentrations
Credit rating agency Fitch Ratings is concerned that the rapid growth and lack of transparency in the synthetic credit markets could be leading to alarming concentrations of risk with specific market participants.
BIS: OTC derivatives notionals rise 15% in the first half of 2002
The Bank for International Settlements said total notional volume of over-the-counter contracts outstanding increased 15% to almost $128 trillion in the first half of 2002.
Basel II unlikely to cause marked cut in lending to emerging markets, says Bank of England
LONDON - The proposed Basel II bank accord seems unlikely to cause a marked contraction in lending to borrowers in emerging markets, even low quality borrowers, the Bank of England said today.
Law firms staff up
People news
Who is left to manage risk?
New Frontiers
The pension threat to credit quality
Pension deficits
Protected: yes Effective: maybe
Covered bonds
Tied up in red tape
Spain focus
Looking forward to ABS
Securitisation
Tracking data
Corporate actions
Looking for critical mass
Profile
Greenspan says international rules reflect cultural differences
BASEL II UPDATE
Op risk modelling for extremes
SMALL SAMPLE MODELLING
Credit and credibility
Credit risk modellers have made giant strides, but they still have to convince regulators that they can make the world a safer place. By Matthew Crabbe
What’s next for the exchanges?
Derivatives exchanges are wrestling with consolidation, new products and technology. John Ferry asks Rudolf Ferscha, chief executive of Eurex, Hugh Freedberg, chief executive of Euronext.Liffe and Nickolas Neubauer, chairman of the CBOT, to peer into the…
RiskNews review
The leading stories from RiskNews. For breaking news on derivatives and risk management, see www.RiskNews.net
Battling for position
Wealth management
Coupon clamp-down on Italian retail products
The Banca d’Italia is considering a plan to cap coupon payments on structured investment products targeted at retail investors, according to market sources. Coupons would be limited to no more than double the one-year Euribor rate, which currently stands…