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Citi

In the frame

Seven of the industry's top op risk executives debated framework implementation at a recent roundtable discussion in New York, moderated by Ellen Davis and sponsored by enterprise-wide risk solution firm FRS

BNP hires Citi forex options head

BNP Paribas has hired a number of foreign exchange employees from rivals Citigroup and Barclays Capital, as the French bank continues a drive to increase its presence in the US and Europe.

IIC launches euro iBoxx ABS index

Frankfurt-based International Index Company (IIC) has launched the iBoxx EUR ABS 50 index, which consists of the 50 largest and most liquid AAA-rated European floating rate asset-backed securities (ABS) and mortgage-backed securities (MBS). Each…

Algorithmics and Citigroup in credit risk partnership

Algorithmics, a Toronto-based specialist in enterprise risk management, has entered into a strategic alliance with global banking giant Citigroup to deliver a global suite of credit risk models. The models will provide credit risk and default analytics…

Nikko hit by latest Japanese trading error

A new trading error on the Tokyo Stock Exchange looks set to cost broker Nikko Citigroup an estimated JPY1 billion ($8.6 million). The development follows a more serious trading error at Mizuho on December 8.

PBOC gives OTC foreign exchange trading go-ahead

The People's Bank of China (PBOC) has opened up the country's spot FX market to over-the-counter trades, and authorised the China Foreign Exchange Trading System (CFETS) to determine the daily central parity rate for the RMB against foreign currencies.

Risk and responsibility

A growing number of banks are producing sustainability reports detailing their environmental and socially responsible initiatives. Is this just slick PR or has sustainability become an important risk management consideration? Clive Davidson investigates

Under Scrutiny - Regulators focus on credit

Well-publicised risk issues and a recent growth spurt have brought credit markets firmly under the scrutiny of global regulators. Nikki Marmery investigates whether the attention will prove to be a boon for attracting more investment - or a barrier to…

Knocking down barriers

A new reinsurance directive passed by the European parliament in early June will eradicate the collateral requirements demanded by European supervisors. With a unified framework agreed for Europe, politicians are now turning their sights on the US. By…

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