Foreign exchange
An aggregation question
Economic Capital
Steepeners flatline
CMS Spread Options
A new derivation
Profile: Rachel Hardee
Editor's letter
Comment
FSA sets out near-final rules on Transparency Directive and regulatory reporting and COB requirements
Policy statements have been issued for implementation of a series of directives and principles-based regulation.
Surveying risk management
How is risk management viewed in your company? Are there risks you would like to measure but don’t? Which methodologies are most commonly used? What should the discipline tackle next? Energy Risks’ survey reveals recent trends in risk management.
Foreign exchange dealers are ignoring Mifid threat, says Celent
The foreign exchange industry will be beset by lawsuits and regulatory action if it continues to ignore the consequences of the new European Union Markets in Financial Instruments Directive (Mifid) coming into force next year, according to a research…
China bans pricing in offshore NDF market
Chinese officials have banned local banks from quoting prices in the offshore non-deliverable forwards (NDF) market in an effort to boost trading onshore, according to analysts.
Upgrading the rating process
As the debate rages over the usefulness of credit ratings, Moody's unveils a set of credit risk indicators derived from market movements. Will 'market implied ratings' silence the agencies' critics?
BCBS report provides overview of international Basel II developments
The 15th biennial report shows current and completed work at the BCBS and national supervisors.
FSI report shows country-specific plans for Basel II implementation in non-BCBS countries
The report updates 2004 global results for Basel II preparation.
Downsizing and consolidation continues to be the trend in the EU banking sector
The ECB’s annual report on banking structures shows that consolidation remains the most important structural development in the EU banking sector.