Feature
Resona turns to government
New angles
Trailing expectations
South Korea
Economic capital versus regulatory capital – a market benchmark
Guido Giese sets out to provide a market benchmark for the relationship between economic andregulatory capital models currently used or developed across different financial institutions, andto analyse the market forces driving the development of economic…
Round table > "We need a better Basel Accord"
Risk invited leading players in the securitisation industry to a round-table discussion on thefuture of new business. Despite a booming Italian market, concerns over regulatory issuesdominated proceedings.
Cross-border conundrums
Credit Risk
Abbey National snaps up Op risk solution from Raft
UK bank Abbey National has purchased raft radar, an operational risk management system from London-based software provider Raft International.
Getting the solvency balance right
The next few years will witness a radical overhaul of EU solvency insurance regulations underthe banner of the Solvency II project. The proposals will align regulatory capital requirementswith true economic risks, with clear advantages to those players…
The headaches of op risk integration
The banking industry, spurred by Basel II, is acquiring systems to cope with the host of disparate issues that fall under the rubric of 'operational risk'. But how do you stitch these piecemeal solutions together?
Egar begins marketing limit server in US
New York-based software developer Egar Technology says it has begun marketing its limit server system in the US. Egar says Egar Limits Server is a real-time, enterprise-wide limit and risk system. Russia’s Alfa Bank currently uses it and Ravi Jain, Egar…
Gartmore poised to roll out four products in quantitative strategy
Launch of pan-European hedge fund will be followed by Japan, UK and global versions
Instinctive hedgers
Strict foreign exchange restrictions have made South Africa's institutional and high-net-worth investors avid users of hedge fund products
Investor fears create golden opportunity for hedge funds
Barclays and Fidelity capitalise on market uncertainties
Single-digit volatility is target of guaranteed hedge fund of funds
12-year man fund offers profit lock-in and no entry fees
Stick to what you know
Many merger and acquisition arbitrage managers strayed from their chosen strategy as M&A activity dried up last year, causing consternation among their investors. Pioneer Alternative Investments' fund aims to follow its chosen remit resolutely
Principia and CreditTrade extend coverage to market
principia system Version 4.0 offers risk analysis techniques
High-yield market hangs on rapid global economic pick-up
falling credit quality could hit fixed income hedge funds