Feature
Isda gives trial recommendation to FpML
TECHNOLOGY NEWS
Gross income -- what’s in a name?
BASLE II UPDATE
The Basle II capital accord: op risk proposals in brief
BASLE II UPDATE
UK gambling laws could prove a money-laundering weak spot
FINANCIAL CRIME
Electronic swap trades use FpML for first time
TECHNOLOGY NEWS
Losses and lawsuits
LOSS DATABASE
A fixed approach
Fixed Income Securities, second edition, by Frank J Fabozzi John Wiley & Sons 464 pages, $79.95 ISBN 0-471-21830-8 ISBN 981-02-4283-7 (paperback)
Opinion: Credit derivatives – don’t disable the concept
Standardising the credit derivatives market could paralyse it, argues Ralf Lierow, director of portfolio management, Europe, equipment and sales financing, Siemens Financial Services
The future for Basel II
With Basel II delayed yet again, will revisions to the capital Accord happen at all? David Rowe says Basel I is the best argument for persevering, but any revisions must address regulatory arbitrage problems and take greater account of the full range of…
Static data moves forward
Firms tackling high-speed and information-intensive tasks such as straight-through processing or risk management without accurate instrument and counterparty reference data may be taking enormous operational and credit risks. Clive Davidson reports on…
Job moves
QUOTE OF THE MONTH: - “The perception of government support may induce the counterparties of government-sponsored enterprises to apply less vigorously some of the risk controls that they apply to manage their over-the-counter derivatives exposures”…
Trading commodities and correlation
Dealers are devising commodity derivatives products to attract new investors desperate for an alternative to the poorly performing financial markets
Dealers debate regime change in US interest rate volatility
Has the US interest rate options market entered a new period of sustained higher implied volatility? Deutsche Bank says yes, but other leading dollar interest rate derivatives dealers say it is too early to tell. Mortgage investors and options writers…