Infrastructure
A-IRB is overly prescriptive, say US banks
Several US banks would like to see a full internal models-based approach to regulatory capital. According to their response to the Advance Notice of Proposed Rulemaking (ANPR) on the implementation of the new Basel Capital Accord, the banks said the…
Fed's Ferguson defends US position on Basel
The US approach to regulatory capital is "perfectly consistent" with the spirit of the new risk management proposals from the Basel Committee, said Roger Ferguson, vice-chairman of the board of governors of the US Federal Reserve System, this week.
Fed's Ferguson defends US position on Basel
The US approach to regulatory capital is "perfectly consistent" with the spirit of the new risk management proposals from the Basel Committee, said Roger Ferguson, vice-chairman of the board of governors of the US Federal Reserve System, this week.
Danske Bank New York Cuts the Errors
Looking to avoid the exceptions that occurred with manual ticket processing, DBNY adopted Misys Meridian.
Open Platform - Prepare for Even More Scrutiny
As the Attorney General, the SEC and other regulators join forces to oversee the bond market, we may need to police ourselves.
Strong global OTC growth continues
A surge in interest rate swaps drove a global increase in the over-the-counter derivatives market of 20% over the first half of this year, according to figures released today by the Bank for International Settlements (BIS).
SEC produces maverick Basel II framework, redefines op risk
Throughout the Basel Accord revision process, US regulators have had a reputation for going their own way on key issues, and the Securities and Exchange Commission (SEC) is no exception.
Technology news
Oil
Acrossthe divide
Watson Wyatt
Hong kong consultancy Risk Latte plans South Korean volatility index
Risk Latte, a Hong Kong business consultancy, plans to launch a volatility index for South Korea in the first half of 2004, according to RiskNews ' sister publication Inside Market Data .
China - Meeting the competition
China's financial institutions have realised the need to apply best practice in managing risk, and have been implementing cutting-edge risk management systems. But there are challenges in obtaining reliable data, writes Clive Davidson.
Pricing exotics under the smile
Masterclass – with JP Morgan
The Latin quarter
Argentina
Going underground
Eurotunnel
Issuer of the month
News
It pays to be number one
League tables
On an equal footing
Credit analysts
Facing the music
EMI