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Modelling the unthinkable
DATABASES AND MODELLING
The data deluge
Systems
WBOT blows off course
New angles
Risk 2003 15th Anniversary Dinner
Anniversary
An approach to economic capital for financial services firms
Economic capital
War jitters fuel corporate woes
Corporate risk disclosure
Derivatives disclosure calls mount
Cover story
Turning up the heat
Japanese banks
Beware the ides of March
Comment
Taiwan ABS market off to a quick start
New angles
Pension fund risk systems advance
Vendors seeking to cater to pension fund clients are rolling out a new breed of asset/liability risk analysis tools to complement risk reporting and benchmarking systems, all tailored to the unique needs of these institutions.
A disaster waiting to happen
Despite the threat of increased terrorist attacks and war with Iraq, financial institutions are still struggling to find the funds to invest in appropriate business continuity plans.
Basel's CDO solution
As the Basel Committee on Banking Supervision continues its stately progress towards a revised capital Accord, one area remains under debate: the proposed capital rules for asset securitisations.
Terrorism insurance - Modelling the unthinkable
In November, the US government passed a law requiring all insurers to underwrite terrorism risk, forcing them to find a way to price this exposure. Could terrorism risk models be the answer?
Tailoring internal models
Swiss Re's Pablo Koch Medina, Frank Krieter and Stephan Schreckenberg highlight the key features and main limitations of internal risk models for insurers.
ECB highlights dangers of over-concentrated market
FRANKFURT — Market consolidation and a reliance on electronic trading could lead to an over-concentration of risk and liquidity among too few market participants, the European Central Bank has warned.
ECB highlights dangers of over-concentrated FX market
Market consolidation and a reliance on electronic trading in the foreign exchange markets could lead to an over-concentration of risk and liquidity among too few market participants, the European Central Bank has warned.
NY Fed’s Rutledge outlines US plans, IRB goals
William Rutledge, executive vice-president of the New York Federal Reserve Bank, outlined the next steps US regulators will take to implement the Basel Accords in the US.
Enron charged with gas and broadband manipulation
The US Commodity Futures Trading Commission (CFTC) yesterday finally charged bankrupt energy trader Enron and a former company vice-president with manipulating natural gas prices. Also yesterday, federal authorities arrested on fraud charges two Enron…
Modelling the unthinkable
Terrorism insurance
Tailoring internal models
Risk models