Basel II and the single-instrument bank

Banks around the world are struggling to prepare for Basel II. The new Accord affects almost every part of them, so it is a gigantic task for any organisation to get its hands around.

But that is precisely what banks are trying to do today – attempting to solve the whole problem at once. That is incredibly difficult to do, so what happens is different groups work on their particular aspects of the problem, and no-one can see the whole picture.

Meanwhile, they all hope that when the dust settles

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Calibrating interest rate curves for a new era

Dmitry Pugachevsky, director of research at Quantifi, explores why building an accurate and robust interest rate curve has considerable implications for a broad range of financial operations – from setting benchmark rates to managing risk – and hinges on…

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