Feature
A pooled solution
Liability-driven investment
Structured products: the ripple effect
Hedge funds
Vying for volumes
Exchanges
Building a capital plan
Basel II
A forecast for change
Weather derivatives
A difference of opinion
CMS spread options have been just about everywhere this year, with investors keen to take a view on the shape of the yield curve. But a wide variation in pricing has sparked speculation that some banks may not be modelling these products accurately. By…
Clearing the air
Emissions trading
Deutsche Bank
Awards 2005
Macquarie Bank
Awards 2005
BNP Paribas
Awards 2005
Legal spotlight
In our new series bringing legal issues under the spotlight, Simon Gleeson, partner in Allen & Overy's regulatory group in London, outlines the key regulatory changes now shaping the bond markets
Sponsor webcast>> From compliance to better business - making the case for implementing a Basel II solution
Compliance with the Basel II Accord means being able to identify, generate, track and report on risk-related data in an integrated, automated and transparent manner. It also presents a unique opportunity to improve your enterprise risk management…
Towards a practical capital model
Existing models for calculating and allocating capital for operational risk fail to achieve their goals. Richard Pike proposes a mixture of such approaches to attain a practical capital framework
Scenario analysis: the way forward
Of the four elements that Basel uses as inputs for the AMA, scenario analysis has only recently been seen as perhaps the most important.
A Merton approach to transfer risk
Transfer risk is the risk that debtors in a country are unable to ensure timely payments of foreign currency debt service due to transfer or exchange restrictions, or a general lack of foreign currency. Although this risk is not extensively addressed in…
MAS consults on Basel
SINGAPORE – The Monetary Authority of Singapore published a consultation paper that outlines proposed rules and guidelines on parts of its Basel II implementation programme in August.
Global risk standard in the works
GENEVA – The Geneva-based International Organization for Standardization (ISO) is developing a global standard for risk management, according to Nicki Dennis, head of risk market development at the British Standards Institute (BSI) in London.
Pillar II problems cause tempers to fray
LONDON – Tempers are continuing to boil over proposed Pillar II regulatory implementation, both in the industry and at the UK's Financial Services Authority (FSA). One attendee at the late July Pillar II standing group meeting described the event as …
Siam Commercial picks Kamakura risk software
Siam Commercial Bank of Thailand has chosen Kamakura's Risk Manager software for its market risk management operations.
MiFID's Cold Reception
The UK's Financial Services Authority is worried about what the new regulations will mean for British investment firms.
MiFID Winners and Losers
A piece of compliance is presenting firms with such a technology hurdle that industry players are predicting a new host of opportunities.