Central banks

Catch 22 for corporate liquidity

Companies facing relatively minor business difficulties are being shut out of the commercial paper market, forcing their treasurers to scramble for alternative financing to avoid insolvency. Is there any way to manage this liquidity risk?

Fannie and Freddie – a look under the lid

Fannie Mae and Freddie Mac are two of the largest and most sophisticated participants in the US interest rate derivatives market. But criticism of their risk management has been growing. Is the market safe?

OCC says derivatives revenues, notionals down

US commercial banks’ revenues from derivatives fell by $805 million, to $2.65 billion, from the third to the fourth quarters of 2001, according to figures released yesterday by the Office of the Comptroller of the Currency (OCC).

BNL plans weather desk for Italy

Rome-based Banca Nazionale del Lavoro (BNL) is planning to set up a weather derivatives desk, which could add to the recent thrust of new players in the weather risk market. BNL hopes to establish the desk, specifically for the Italian market, by the…

IKB chooses Trema’s Finance KIT

Trema, a Stockholm-based financial services IT vendor and management consultancy whose clients include the European Central Bank, Deutsche Bundesbank and the Czech Republic’s ING Investment Management today announced that IKB Deutsche Industriebank had…

Regulator hits back at Basel II critics

Much of the complexity for which the Basel II bank capital accord is criticised is the inevitable result of three highly desirable features of the pact - namely, risk sensitivity, wide applicability and the shifting of the task of risk measurement to…

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