Infrastructure
Independents day
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Technology briefs - 7/1/03
Technology briefs
UK establishes AML taskforce
Anti-money laundering
EU Cad concedes on investment firms but limits role of insurance
Front Page News
‘Scorecard approach’ – name changed by working group
Basel Committee’s op risk conference
What’s coming, and when
Regulatory update
US Congress scrutinises Basel II
Regulatory update
Lo: Sharpe ratios may be overstated
New angles
Banks struggle with conduits
FIN 46
More gauges for mortgages
Hedge funds
Mortage extension risk balloons
New angles
Technology briefs
Systems
Risk USA: pension woes and quant fixes
New angles
Technology briefs
Systems
Actions speak louder
Financial consultancy firm CityIQ, commissioned by Swift and SmartStream, canvassed over 240 firms about their activities in the corporate actions arena. The May 2003 survey showed widespread automation potential.
Basel II: Time to prepare
Following the publication of the third and final consultation paper, Japan's banks are focusing more seriously on Basel II. With the new requirements set to take effect from 2006, most banks face a critical year ahead.
Reputation in automation
The introduction of ISO 15022 brings a glimmer of hope to those wrong-footed by nonautomated corporate actions. Pamela Brewster, senior analyst at Celent Communications looks at limiting errors and containing costs.
Reuters and GFI strike credit derivatives data partnership
Global information company Reuters has signed an exclusive deal with New York-based inter-broker GFI to provide GFI's credit derivatives data and Fenics credit pricing tools through Reuters 3000 Xtra, Reuters Bridgestation and Reuters Trader terminals.
A new dawn
Now that the financial community has finally become comfortable with derivatives, the next challenge is to trade these instruments using STP methods. STPforum reports
A new focus on old risks
Operational risk can wreak havoc on financial institutions’ businesses, yet measurement of operational risk is not nearly as developed as that of credit or market risk. Legislation is forcing firms to face up to the problem and STP may help them on their…
Risk ALM USA: mortgage investors’ extension risk balloons
The combination of a concentration of mortgage assets in ever-fewer hands and a dearth of hedging tools for short-duration mortgage portfolios has dramatically increased banks’ extension risk, according to Kamal Abdullah, senior vice president – fixed…
Wrestling With Two Kinds of Growth
Storage needs were already estimated to be growing 50 percent a year. Now, add industry regulations, and firms are looking to get creative with storage technology.