Concentration risk
Banks tweak Euro Stoxx autocalls to cut concentration risks
Changes to popular structured products aim to help dealers reduce hedging costs, but will investors make the switch?
Managing and monitoring a single view of concentration risk
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CFTC counsel warns of threat to clearing portability
Leverage ratio seen as biggest impediment to porting client positions
Japan CVA shift may break local banks’ swaps stranglehold
Introduction of pricing adjustment could see foreign banks compete for corporate business
Regulators may consider portability in CCP fire drills
BoE, BaFin and CFTC move signals concern over whether client positions can be moved between banks in a crisis
Clearing portability under threat as FCM pool shrinks
Failure of big clearing brokers could see clients unable to move to stable competitors
Exposing actionable insights in credit risk management
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Identifying and managing emerging operational risks
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Central clearing: what obstacles remain for Asia?
Despite the deadline for introducing central clearing already passing, a number of questions are unanswered. Leading figures from around the region voice their concerns
Sponsored feature: BNY Mellon
Putting cash to work – Now and post Solvency II
Name concentration correction
Credit Risk
Name concentration correction
Name concentration correction
Concerns grow on correlation of derivatives collateral
Sovereign debt crisis raises fears about correlation of derivative collateral denominated in domestic currencies
AIFM provision threatens to change the risk profile of depository banks
Article 17 of AIFM seeks to impose strict liability on depository banks that could have far-reaching ramifications for the industry
Breaking up banks could increase instability, research finds
Banking systems with small numbers of large banks are more stable and less likely to undergo crises, according to World Bank and NBER economists.
Fitch report explores concentration risk in Basel II proposals
Daily news headlines
BIS puts spotlight on credit risk transfer
In a report published today, the Bank for International Settlements (BIS) highlighted disclosure, concentration and the role of ratings agencies as key features of the credit risk transfer market that may need to be addressed with regulation.