Foreign exchange
A new sweet spot
Soft commodities
Tranche value on a yo-yo
Correlation trading
Risk and responsibility
Corporate governance
The evolution of variance
Cover story
Looking for an answer
Employee stock options
RiskNews
RiskNews
Recovery swaps trading on the rise
New angles
End of an era for the world
Risk analysis
Pushing the boundaries
Accounting
Dealers work to meet deadlines
New angles
Weapons for mass construction
Supranationals
New auction to solve settlement woes
New angles
Beyond long only
Hedge funds
Editorial
Comment
Art of influence
Tom Wilson's work helped change the way the industry thinks about credit risk, alternative risk transfer and corporate risk culture. What now for ING Insurance's new head of risk management? By Navroz Patel
Thomson launches online CDS market-place
US market operator Thomson TradeWeb has opened its TradeWeb CDS online credit default swap market-place for business, with eight dealers already members.
US retail in the firing line
New guidance from the National Association of Securities Dealers has put the retailisation of the US market in the firing line, sparking anger and confusion among distributors and structurers alike. By Paul Lyon
Home-host hearing raises key issues
LONDON – Although the tone of the October 5 public hearing at the secretariat of the Commission of European Banking Supervisors (CEBS) on guidelines for greater supervisory co-operation between consolidating supervisors and host supervisors (CP-09) was…
Sponsor's Event> Algo Capital and Credit Forum 2005
Basel II and today’s market landscape make it essential for financial institutions to manage risk and capital in a systematic and transparent manner across the enterprise.
US regulators issue Basel I improvement ANPR
US federal banking agencies have issued for public comment proposed changes to that country’s domestic risk-based capital framework. The advance notice of proposed rulemaking (ANPR) will apply to banks, bank holding companies and savings associations.
Apra exec defends modifications
SINGAPORE – An executive from the Australian Prudential Regulatory Authority (Apra) defended the supervisor's decision to dramatically modify its approach to the Basel II standardised approach in a discussion paper released at the end of July.
Building a capital plan
Banks are required under Basel II to have a process in place for assessing their overall capital adequacy in relation to their risk profile. Bernard Manson and Christopher Hall outline how to construct a capital plan to ensure minimum capital…
Trouble in paradise
Healthy balance sheets, swollen liquidity reserves and positive cashflows should be the words every bondholder wants to hear, but they could spell bad news for credit investors in the US as companies prepare to reward equityholders