Feature
The Basel II capital accord: op risk proposals in brief
BASEL II UPDATE
Op risk modelling for extremes
SMALL SAMPLE MODELLING
S&P says Basel II helping to improve German banking
BASEL II UPDATE
Credit and credibility
Credit risk modellers have made giant strides, but they still have to convince regulators that they can make the world a safer place. By Matthew Crabbe
What’s next for the exchanges?
Derivatives exchanges are wrestling with consolidation, new products and technology. John Ferry asks Rudolf Ferscha, chief executive of Eurex, Hugh Freedberg, chief executive of Euronext.Liffe and Nickolas Neubauer, chairman of the CBOT, to peer into the…
Listeds building
The over-the-counter market’s pace of development since the late 1980s has been astonishing, but a similar tale of growth, innovation and controversy can be told of the listed products markets. John Ferry looks at the major trends at the futures and…
RiskNews review
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Deutsche Bank credit team gets a Spanish lesson
Use of credit derivatives in structured products under scrutiny after BZ Gestion fund suffers losses
Cleaning up the system
Compliance
Where’s the silver lining?
Comment
Battling for position
Wealth management
A storm over CMT
Constant maturity Treasuries
Good citations
Degree of influence
Sponsor's article > Redefining risk methodology horizons
Research has suggested that banks may need to address issues not clarified by Basel II and take a long, hard look at whether accepted approaches to evaluating credit risk are adequate. As part of its strategic forum series, SunGard's Panorama business…
Liberty Ermitage prepares for Europe-based addition
liberty offering aims to offer maximum level of transparency
Convergence Capital invests fund in future EU members
MANAGER PARTNERS WILLIAMS DE BROE FOR ITS MAIDEN VOYAGE
The luck of them
Ireland has become well-known as the home for establishing offshore hedge funds, thanks to its specialist listing regime
US domestic politics have dominated equities sector
Potential removal of double taxation paid on dividends gives hope to US investors.