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Foreign exchange

Credit risk stress tests need more work, says BIS

Leading banks have yet to develop a solid framework for credit risk stress tests that deals with all the likely effects stress events would have on their businesses, according to the latest report by the Bank for International Settlements (BIS).

Dynamic benchmarks

One of the biggest challenges in effective risk reporting is avoiding the trap of mind-numbing routine. David Rowe argues that dynamic benchmarks and exception highlighting are ways of keeping such reports relevant and useful, thereby maintaining…

Invesco to launch new hedge fund

Invesco, part of the Amvescap group of investment management firms, plans to launch a new fund at the end of this month that will focus on market neutral and financial futures strategies in the US and European markets.

The income alternative

Aiming for an annual dividend yield of 7% for its investors, Forsyth Alternative Income fund of hedge funds takes a different tack on hedge-fund investing. The fund's manager, Rossen Djounov, explains the philosophy and process behind it

China's largest banks prepare for Basel II

Increased competition and the desire to expand overseas is forcing Chinese banks to start preparing for the implementation of the new Basel Accord, also known as Basel II, according to supervisory officials in that country.

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