Trading systems
Caruana: 2006 implementation of Basel II still on target, despite difficulties
Despite recent controversies in the wake of the third Basel II consultative paper (CP3), Jaime Caruana, governor of the Bank of Spain and chairman of the Basel Committee on Banking Supervision, says he believes the new Basel II Accord will be implemented…
Sponsor's article > Updated SunGard Basel II CD now available
SunGard Trading and Risk Systems has updated its Basel II CD to reflect events up to and including October.
Caruana: 2006 implementation of Basel II still on target, despite difficulties
Despite recent controversies in the wake of the third Basel II consultative paper (CP3), Jaime Caruana, governor of the Bank of Spain and chairman of the Basel Committee on Banking Supervision, says he believes the new Basel II Accord will be implemented…
Banks should standardise CDS indexes, says credit derivatives panel
Investment banks should be pushing for standardisation in credit default swaps (CDS) indexes, agreed a panel of credit derivatives experts at Risk ’s Credit Risk Summit Europe 2003 in London.
Credit derivatives set to hit $10 trillion by 2007, says Deutsche’s Misra
The credit derivatives market is set to hit $10 trillion in notional value within five years, with the number of actively traded credit default swaps set to double by 2007 to 600, according to Deutsche Bank’s global head of integrated credit trading…
Sponsor's article > Statistical process control
Too often, finance professionals manifest a smug sense of superiority towards their peers in manufacturing. In this third column in a series, David Rowe argues that when it comes to operational risk management, the manufacturing sector has much to teach…
King ofjunk
Michael Milken
Meeting the competition
China
Vanguard founder blasts mutual fund governance
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Sponsor's article > Implementation pulls in the punters
The UK's Financial Services Authority (FSA) was planning an intimate get-together at London's Café Royal to discuss Basel implementation. But massive interest meant a change of venue to accommodate the 500 people who eventually came.
Signs are good for IAS 39 final preparations
IAS 39 is still being finalised, but bank asset and liability managers are already putting in place systems and procedures to make sure their businesses come up to scratch. John Ferry reports
Sponsor's article > Basel backlash: the summer of discontent
Regulators in the United States have been voicing their concerns about Basel II for some time. But now banks elsewhere are also opposing some of the proposals.
Sponsor's article > Reason for hope
One disappointing aspect of the Basel II deliberations has been the lack of any proposed change in the treatment of counterparty credit exposures. David Rowe argues that recent dialogue between the Basel Committee and industry representatives offers hope…
Data vendors hold key to Measurisk survival
Measurisk, a US-based risk technology provider to buy-side community, is scrambling to secure cheaper new contracts from its data vendors in a last-ditch effort to remain a viable business concern. If it can’t convince these vendors to lower their prices…
Energising returns
Energy trading
Blackout prompts industry calls for tougher BCP standards
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Back-up systems key to blackout recovery
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Back-up systems key to blackout recovery
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