Infrastructure
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Credit awards 2002
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Credit awards 2002
Credit Strategy
Credit awards 2002
Hybrid threats are biggest risk to web security
TECHNOLOGY NEWS
The Basle II capital accord: op risk proposals in brief
BASLE II UPDATE
Outsmarting rogue traders
ELECTRONIC CURRENCY TRADING
A cost/benefit approach to Basel II
The cost of implementing Basel II could put banks at a competitive disadvantage compared with non-banks, and spur them to ‘de-bank’ to avoid this regulatory burden. Harry Stordel and Andrew Cross say regulators must look at the provisions from a cost…
Nine billion ways to be snowed
Emanuel Derman separates real tools from passing trends in the risk management vocabulary. This article is adapted from his talk on Future Innovations in Risk Management, presented at the April Risk 2002 Conference in Paris
Job moves
QUOTE OF THE MONTH: - “It is likely that doubt and a lack of market confidence will affect all energy trading for some time to come” Francis Hervé, chief executive of EDF Trading, the London-based trading subsidiary of Electricité de France (EDF),…
The benefits of Enron
Many corporations are keeping a low profile when it comes to their derivatives use. But when the Enron-related witch-hunts are over, companies may find that insurers and shareholders now view corporate hedging as a fiduciary duty
End-user rankings 2002
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A slow evolution
Credit risk
Looking for value
Convertible bonds
Barclays Global Investors gets SEC approval for fixed-income ETFs
Barclays Global Investors (BGI) has been approved to launch the first US fixed-income exchange-traded funds (ETFs), following approval at an open meeting of the US Securities and Exchange Commission on May 29. Seven BGI fixed-income US Treasury and…
Isda issues guidelines on counterparty transfers
The International Swaps and Derivatives Association (Isda) has published guidelines to deal with cases where two parties have entered into one or more transactions and where one of the parties transfers its rights and obligations to a new counterparty.
SunGard cites slow portal take-up as it closes multi-bank FX
Another chapter charting the rise and fall of multi-bank trading platforms was completed last week, with the closure of technology firm SunGard’s multi-bank foreign exchange portal.
GFI brings in leading academics for Fenics Credit
Broker and derivatives pricing software provider GFI has entered a partnership agreement with professors John Hull and Alan White, two leading derivatives academics, to develop a pricing tool for credit derivatives.
Regulators to review abolition of Basel II op risk floor
Global banking regulators have asked their technical experts to look at the conditions necessary to eliminate the floor limiting gains for banks using advanced approaches to measuring operational risk under Basel II.
The Impact of Basle II on the Dealing Community
Overlook the implications of Basle II at your peril, says Garfield Hayes, head of marketing communications at Wall Street Systems.