Book contributions by Risk Staff
Portfolio Construction and Management
Edited by Brice Benaben and Julien Jarmoszko
Articles by Risk Staff
Asuntos internos
Basilea II
Enterprise 2.0: the next generation
A growing number of banks are using Web 2.0 technologies within their risk management, trading and research operations. Clive Davidson looks at how blogs, wikis and podcasts are being applied by financial services companies
Apuntando pequeño
Derivados estructurados
El dilema de la inflación
Comentario
Calibración - Monte Carlo ponderado
Cutting Edge
Excepción a la regla
Valor en riesgo
WOWAX - a la búsqueda de nuevas fuentes de rentabilidad
ARTÍCULO PATROCINADO
Promulgating pro-cyclicality
Collaboration between financial supervisors has never been higher. But as the regulation of banks and insurance companies becomes increasingly homogenised, fears are growing about the possibility that the new rules will increase the severity of a global…
A successor to VAR?
Regulators may be pressing banks to more rigorously stress test their portfolios, but when it comes to how hedge funds apply the technique, debate remains as to how and what they should be testing. John Ferry reports
The road to Basel II
The new Basel capital Accord is creating headaches for banks around the globe. However, Middle Eastern institutions that offer Islamic banking products have even more hurdles to jump. By John Ferry
NPR updated to include the standardised approach
After pressure from the industry, the standardised approach has now been included in the NPR.
FDIC to seek comments for standardised approach
The FDIC has bowed to industry pressure to include the standardised approach in the NPR, despite the Fed’s insistence that AMA is vital to safeguarding the financial system.
HKMA releases draft Basel II rules for consultation
The complete draft rules for implementing Basel II in Hong Kong have been published.
Mifid Level II measures published in the Official Journal
The level II measures to implement the Markets in Financial Instruments (Mifid) directive have been published in the European Commission’s Official Journal.
US banks hostile to NPR in Fed meetings
Minutes written by Federal Reserve officials and letters written by trade associations highlight the strong differences of opinion over the shape of Basel II implementation in the US - especially over home-host issues.
Exclusive: Read Letters and between Federal Reserve and US banking industry
BaselAlert has gathered a series of letters to the Fed and notes from the meetings between the Fed and industry regarding the Notice of Proposed Rulemaking for Basel II in the US.
Building commercial opportunities
Commercial property
Kleinwort Benson stirs things up
Profiles
Correction
News