Infrastructure
Picking up the pieces
Restructuring
A Safe distance
Cover story
Lessons in lending
China credit
The price of political risk
Korea credit
Derivatives disputes
Arbitration
Muni mania
Municipal Bonds
New life for M&A derivatives
Mergers and Acquisitions
Validating EPE
Empirical validation of trading credit exposure simulation models is clearly essential. David Rowe points out, however, that the process must differ significantly from traditional back-tests of VAR models
An aggregation question
Economic Capital
Steepeners flatline
CMS Spread Options
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.
CBA of Mifid finds compliance costs will be ‘substantial’
Industry has been calling for a CBA of Mifid since the FSAP was introduced. A study that the FSA will use in its full CBA has been released – showing industry fears of high costs.
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…
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?