Skip to main content

Feature

Contract counterattack

Efforts to recover the value of nearly 200,000 derivatives transactions conducted with Lehman Brothers have been frustrated by a provision of the International Swaps and Derivatives Association master agreement. But the bankrupt estate is fighting back

Madoff fallout

A growing number of lawsuits have emerged accusing fund management firms of investing client money with Bernard Madoff without conducting adequate due diligence. Do these accusations have merit? What are fund managers doing to improve their due diligence…

History repeating

The spreading of the crisis to central and eastern Europe has caused local currencies to plunge. With financial institutions and corporates struggling to service foreign currency debt, the situation bears similarities to the Asian financial crisis…

Ups and downs

Seen as a simple solution for reducing counterparty risk by regulators, moving credit derivatives on to central clearing platforms is proving fiendishly complicated. While progress is being made, it is generating more questions than answers. Mark…

Protect and survive

Various initiatives are under way to encourage greater use of collateral and improve portfolio reconciliation. What are banks and technology vendors doing to meet industry targets? By Ryan Davidson

Urgency and uncertainty

The Basel Committee published further clarification on its proposal for a new incremental risk charge in January. What challenges does this pose from a systems perspective, and how are banks and technology vendors responding? By Clive Davidson

Drastic times

There is a growing consensus that large, global banking groups pose a threat to financial stability. Some have suggested large financial services groups be split up to focus on traditional markets and banking business - but is this the answer? By Duncan…

What's it worth?

The financial crisis has highlighted shortcomings in bank valuation practices for complex securities. With regulators clamouring for the use of independent prices, there could be an opportunity for third-party data providers. But are banks taking the…

A vicious circle

Regulators are looking at how best to ensure capital adequacy rules are not pro-cyclical. The Basel Committee has proposed changes to its market risk rules, but further, counter-cyclical changes have been suggested. What is being considered and what are…

Mashups take root

The financial crisis revealed many banks did not have a complete view of risk across all parts of their business. Could 'mashups' allow banks to bridge gaps by pulling together data from multiple sources? By Donna Haws

Time for Talf

Since its emergence in the 1970s, securitisation has provided a vital source of funding for the US economy. But with a large part of the market effectively closed since the second half of 2008, the government is pinning its hopes on the Term Asset-Backed…

Casam offers money market exposure with new ETF

Credit Agricole Structured Asset Management (Casam) has launched a new exchange-traded fund (ETF) linked to Eonia - the Euro Over Night Index Average, the rate of overnight unsecured lending between banks. The fund is listed on NYSE Euronext and achieves…

VSE launches Russian sector indexes

The Vienna Stock Exchange (VSE) has launched four Russian sector indexes, which are designed to provide exposure to the energy, metals, mining, oil and gas and telecommunications sectors. The indexes can be used as underlyings in structured products and…

Keydata unveils new income trade

UK distributor Keydata has launched issue 26 of its Extra Income Plan, which is designed to provide exposure to the FTSE 100 index. The trade will pay a monthly income of 0.67% (8.04% per annum).

US Wrap: Five from five closes the US week

Issuance was scattered across five providers in the US on Friday, as structured products market flow remains piecemeal. Three of the products were accelerated growth structures, alongside two structures from opposite ends of the risk spectrum: a…

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here