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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.
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Greenspan says international rules reflect cultural differences
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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