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Enron's bankruptcy leaves freight derivatives opening
Enron's bankruptcy has left a vacant brokers' position in the small but growing freight derivatives market, which is being eyed up by a number of players. Enron had been one of the main market-makers in the forward freight agreements (FFAs) market, with…
Commerzbank loses head of alternative investment unit
Kevin Ferro, formerly head of Commerzbank’s New York-based Alternative Investment Strategies (AIS) unit, has left the firm, along with five members of his team. A Commerzbank spokesperson in New York said that Ferro and his colleagues have set up a new…
Goldman's Litzenberger retires
Bob Litzenberger, head of firm-wide risk management for Goldman Sachs, retired last week. Noel Donohoe, chief operating officer for the firm-wide risk management group, has replaced him.
Icap loses head of weather
Dan Tomlinson, head of weather derivatives at Icap, has left the London-based inter-dealer broker and joined WeatherXchange, a joint initiative between the UK’s Meteorological Office and Umbrella Brokers.
CME taps Sears to run forex business
The Chicago Mercantile Exchange (CME), currently the world’s third-largest derivatives exchange by volume, has appointed Richard E. Sears to a new position as managing director in charge of managing the CME’s foreign exchange business.
Will Germany scupper Basel II?
How real is Germany’s threat to veto the proposed Basel II bank capital accord if the country fails to get the concessions it wants on the accord’s treatment of bank lending to small to medium-sized companies (SMEs)?
Could the Basel II op risk charge be cut again?
BASEL - Might banking regulators agree again to lower the capital charge for operational risk proposed under the controversial Basel II bank capital accord as part of horse-trading over the credit risk charge?
Building for Basel
The 2005 implementation date for the new Basel II Accord – already postponed by a year – is looming large. Whilst the banking sector is steadily gearing up for the proposed changes, there are fears that some institutions may be left behind.
Is there hope in the advanced measurement approaches?
Basel II is mistaken in assuming a stable relationship between expected and unexpected losses, argues Jacques Pézier in his second article on the Basel Committee’s recent operational risk working paper.
Building for Basel
The 2005 implementation date for the new Basel II Accord – already postponed by a year – is looming large. Whilst the banking sector is steadily gearing up for the proposed changes, there are fears that some institutions may be left behind.
Op risk capital charges to apply in expanded European Union
Brussels - The terms of the European Union’s proposed new capital adequacy rules for banks and investment firms will apply to all member countries of an expanded EU, officials with the European Commission, the EU’s ruling body, said in November.
A spanner in the works
The US and Germany are in a standoff over Basel II’s capital charge calculation for SME lending. Without a compromise this month, the issue threatens to derail implementation of the Accord and the European Directive.
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Could the Basle II op risk charge be cut again?
FRONT PAGE NEWS
Will Germany scupper Basle II?
BASLE II UPDATE
Is there hope in the advanced measurement approaches?
BASLE II UPDATE
Regulators reviewing securities settlement-systems concentration
FRONT PAGE NEWS
Op risk capital charges to apply in expanded European Union
BASLE II UPDATE
IBM targets costs and operational resilience for customers post-Sept 11
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