Feature
High-frequency trading: how great is the need for speed?
Just how important is speed? Risk managers and traders are weighing the value of high-frequency market data and trading technologies against their costs. Gallagher Polyn examines the debate over using high-frequency data in risk models, and profiles one…
Slowly but surely
India
Foraging for returns
Structured products
EU wants Cad 3 study to look at bank lending to smaller companies
BRUSSELS – The European Commission said it launched a tender today for a study that would pay particular attention to the consequences for small and medium-sized enterprises (SMEs) of proposed new European Union (EU) banking capital rules.
Raft forms user group for Radar op risk products
LONDON – Risk management software provider Raft International said it has formed a user group for firms using the various modules of its Radar suite of operational risk tools. The first Radar User Group meeting will be on September 5 in London.
Australian capital/asset ratios consistent with credit ratings, says S&P
MELBOURNE – The capital to asset ratios of the four major Australian banks, as measured by credit rating agency Standard and Poor’s own approaches, are consistent with the banks’ double A ratings, S&P said today.
One-third of City firms have flawed continuity planning, says FSA
The FSA, the UK financial services watchdog, said yesterday that about 4,000 of the 11,500 firms it regulates need to improve their business continuity arrangements.
Julius Baer launches capital protected products in response to “volatile and difficult times”
Declining political and economic stability has led to Bank Julius Baer launching a number of capital protected products, including investments that offer private investors exposure to rising gold prices, said the Swiss banking group.
US banks review legal options against operational risk charge
WASHINGTON - US opponents of capital charges as a protection for banks against operational risk are not giving up the fight following the reaffirmation by global banking regulators of their faith in such charges.
Beyond the pail
Australia’s regulator has hinted that it may work outside of the Basel Accord to set its own risk weightings for residential mortgages if adjustments aren’t made, writes Nick Sawyer.
Back to the floor
Australia’s major banks are all targeting the advanced measurement approach for calculating operational risk capital under the new Basel Accord. As such, the concept of a floor is proving irksome, writes Nick Sawyer.
True Quote trading platform adds electricity products
APB Energy has added electricity options to its online energy trading platform, True Quote.
HVB offers automated pricing via Currenex
HypoVereinsbank (HVB) has made its automated pricing mechanism available on Currenex’s FXtrades foreign exchange platform.
Flaws, flaws and more flaws
FAS 133 software
A changing operational landscape
Corporate actions
ASPs: new hope or false promise?
Risk analytics
Why outsourcing is in
Back office
Corporate software challenge
Enterprise-wide risk
Brokers break the mould
Market access systems
How Japan got it covered
The fast-growing Japanese weather derivatives market is unique in both its product diversity and the range of small business end-users it serves. But where are the big players? Rob Dwyer reports
European info squall to clear
Weather Risk
Canada opens new pastures
Weather Risk
A change in atmosphere
Weather Risk
Aquila’s troubles could break emerging markets risk
Weather Risk