Feature
Marrying portfolios and PCA
Principal components analysis
New evidence of IRB volatility
Default modelling
Accentuate the positive
Introduction
A long way from success
Electronic trading
Robeco’s synthetic age
Case study
Analytical approach to credit risk modelling
Cutting edge: Economic capital
Pinning down portfolio risk
Fixed-income modelling
Credit derivatives platforms turn to structured products
Electronic trading
In pursuit of returns
Institutional investors
Managing the exposure challenge
Credit risk reporting
A new generation of credit derivatives
Sponsor`s statement
The hazards of credit pricing
Sponsor`s statement
Swap spreads uncovered
Sponsor`s statement
Convexity hedging and its impact on US swap spreads
Sponsor`s statement
Less is more with tailored credit portfolios
Sponsor`s statement
Basel II delay could help EU
A further delay in the coming-into-effect of the Basel II banking accord to 2006 might take the pressure off the European Union’s attempts to co-ordinate the timing of its own new banking rules, some political analysts said in late February.
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…
Insurance companies - On the road to Basel III
UK regulators want to harmonise regulation of the financial services sector - and they have insurance companies in their sights.
Beyond STP: Staying Connected
Connections sometimes fail. Having a plan for monitoring message flow can be key to STP.
SAN Storm
Disaster recovery issues have thrust network-based storage into the spotlight. Lehman Brothers reveals the complex layers of storage systems that allowed business to continue after last year's World Trade Center attacks.
The Basle II capital accord: op risk proposals in brief
This summary has been updated to include the revisions to the Basle II op risk proposals contained in the Working Paper on the Regulatory Treatment of Operational Risk issued in September, 2001 and available on the Bank for International Settlements’…
Asset managers run for cover
UK investment firms are facing increasing risk management pressures, thanks to new regulatory initiatives, legal challenges and a shift in operating environment. Coping will require a major investment in technology infrastructure – especially in the…
Basel regulators still hope for 2005 date as doubts increase
The Basel II bank capital adequacy accord could still come into effect by 2005, even if quite late in that year, although the date very much hangs in the balance, international regulatory sources said in early March.
Enron-related regulatory issues hit derivatives industry
Enron's collapse has sparked calls for more derivatives regulation and stricter accounting standards in the US. What proposals should the derivatives industry be concerned about?