Feature
Doing things the Sharia way
Sharia Compliance
Takaful takes root
Cover Story
QA & RISK FORUM: FUND-LINKED DERIVATIVES: Fund-linked derivatives forum
Sponsor’s statement
Putting energy into credit
Energy derivatives
Fund-linked derivatives: structuring alpha
Sponsor’s statement
New interest in portfolio asset allocation
The top positions in our annual most cited authors table (A) demonstrate continued interest in credit derivatives in recent years. The lead is taken by Robert Jarrow, who contributed on a wide range of topics. From table B, we see that the top 10 most…
New frontier for synthetics
Leveraged loans
Prospectus prospects
Regulation
An incentive for risk?
Hedge fund perspective
The future face of financing
Hedge funds
The great divide
Cover Story
The growing maturity of op risk and compliance
In Operational Risk ’s second annual survey on compliance, executives focus on the cost of regulatory initiatives. By Dianne See Morrison
Another chance for enterprise-wide risk management
Are operational risk departments ready to take on the function of enterprise-wide risk management? Choongo Moonga reports
Basel committee clarifies calculation of expected operational risk losses for AMA
The Operational Risk Subgroup of the Basel Committee Accord Implementation Group (AIGOR) has released further guidance on how banks can adequately capture expected losses (EL) in their business practices.
Asia’s op risk quantification challenge
Asia’s regional regulators have mixed opinions when it comes to operational risk, finds Ellen Davis
A Cleaner Act for Credit Derivatives
As credit volumes have increased, firms must grapple with price transparency and operational risk.
A step up the ladder
Following Barclays' acquisition of Absa in July, the South African bank has decided to implement the advanced internal ratings-based approach to Basel II. Other banks have decided to follow suit. By Laurence Neville
Risk and responsibility
A growing number of banks are producing sustainability reports detailing their environmental and socially responsible initiatives. Is this just slick PR or has sustainability become an important risk management consideration? Clive Davidson investigates
A question of longevity
Pricing and management of longevity risk is gaining in prominence for life and pensions companies. But the market for longevity risk on the pension side remains underdeveloped
Leading the pack
Nordic banks are well ahead with their Basel II programmes compared with their international peers. But there are concerns about home regulator rules and advanced credit risk data requirements. Laurence Neville reports
Looking to the future
Sweden's life insurance companies and occupational pension plans will radically change the way they discount their liabilities and stress test their portfolios under new rules being drafted by the country's top financial regulator.
CEBS defends record
LONDON – The accomplishments of the Committee of European Banking Supervisors (CEBS) over the past 12 months were outlined by Danièle Nouy, vice-chair of the organisation, at a British Bankers’ Association conference in London in mid-October. Although…
Mixed signals for derivatives
New solvency regulations in Sweden will force life insurers and occupational pension funds to mark their liabilities to market and stress test their positions under a new 'traffic light' regime. While the final result is unclear, the new rules look set…