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Credit risk

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Fuelling doubts

Violence and uncertainty in the Middle East have caused energy market volatility to soar, testing the mettle of even the most sophisticated corporate hedgers. Will it prove to be the last straw for the world’s ailing airlines? Navroz Patel reports

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RiskNews review

October’s leading stories from RiskNews. Breaking news on derivatives and risk management, see RiskNews – www.RiskNews.net

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Basel II and pro-cyclicality

The main argument for making regulatory capital requirements more risk-sensitive is to improve allocational efficiency. But this may lead to intensified business cycles if regulators fail to take measures to prevent such an impact. In this first column…

Read the small print

With prime brokers becoming an increasingly powerful force in the market, how closely should hedge fund managers examine the underlying agreements with their chosen provider?

Avoiding pro-cyclicality

David Cosandey and Urs Wolf argue that, for small to medium-sized enterprises, Basel II is pro-cyclical because of a double-counting of the risks. They present two main directions for possible capital rules that would circumvent the pro-cyclicality…

The credit risk time bomb

Insurers remain very keen to both guarantee and invest in credit derivatives products, but key regulators are about to release reports indicating that risk transfer between the insurance and banking sectors might not be such a good idea.

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