Feature
Lessons in lending
China credit
Supporting securitisation
Book excerpts
The price of political risk
Korea credit
Derivatives disputes
Arbitration
Looking abroad
India
A slow climb
Structured products
Copper: worth its portfolio weight?
Commodities
Muni mania
Municipal Bonds
New life for M&A derivatives
Mergers and Acquisitions
An aggregation question
Economic Capital
Steepeners flatline
CMS Spread Options
FSA sets out near-final rules on Transparency Directive and regulatory reporting and COB requirements
Policy statements have been issued for implementation of a series of directives and principles-based regulation.
Surveying risk management
How is risk management viewed in your company? Are there risks you would like to measure but don’t? Which methodologies are most commonly used? What should the discipline tackle next? Energy Risks’ survey reveals recent trends in risk management.
Upgrading the rating process
As the debate rages over the usefulness of credit ratings, Moody's unveils a set of credit risk indicators derived from market movements. Will 'market implied ratings' silence the agencies' critics?
BCBS report provides overview of international Basel II developments
The 15th biennial report shows current and completed work at the BCBS and national supervisors.
FSI report shows country-specific plans for Basel II implementation in non-BCBS countries
The report updates 2004 global results for Basel II preparation.
Downsizing and consolidation continues to be the trend in the EU banking sector
The ECB’s annual report on banking structures shows that consolidation remains the most important structural development in the EU banking sector.
In brief: BIS releases second quarter report
Locational and consolidated banking statistics have been published.
Fernbach releases liquidity management solution
A software solutions provider has released an application that tracks liquidity exposure and identifies liquidity shortfalls.
SG to launch tradeable CDS Index
France’s SG is planning to launch a tradeable credit derivative index, which has initially been dubbed Credindex. The product aims to make investing in credit derivatives simpler in order to appeal to segments of the market that are currently…
Nvesta to be sold as EAG goes into administration
UK structured products provider Nvesta is to be sold off earlier than previously planned. Its parent company, Eurolife Assurance Group (EAG), went into administration in August. EAG was due to make a second payment in September to investors in its…
Abbey launches its first commercial property bond
Abbey in the UK has launched the first capital guaranteed commercial property-linked bond. The bond has a five-year or seven-and-a half-year investment term, offering 100% or 125% of any growth of the FTSE All UK Property Index (NAV).
IMF report praises Australian preparedness for Basel II
The IMF has released its September Financial System Stability Analysis on the Australian financial sector, and commends the country’s progress on Basel II.
Basel II may increase cyclical swings, says the adviser to the governor at the bank of England
Cyclicality was considered late in Basel II negotiations, and while it needs to be kept under review, it is too early to propose policy changes.