Trading systems
Sponsor's article > 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.
Sponsor's article > Credit derivatives: will the market keep expanding?
This article aims to give a brief overview of some of the main trends in the credit derivatives market and also proposes to analyse some of the underlying reasons why this market is experiencing such a boom.
Sponsor's article > Preparing for Basel II - how urgent?
Delays in Basel II have lulled many into complacency. But despite lack of final details for the regulations, David Rowe argues it is not too early to begin planning and initial implementation.
Pinching the systems penny
Trading technology
A cooling environment
Convertible bonds
Reaping integration rewards
In the October issue of Risk, Clive Davidson discussed the integration of ALM and ERM technology. Here, in a second article, he profiles the firms that have tackled this project and reviews the challenges, advantages and pitfalls of the integration…
Reaping integration rewards
In the October issue of Risk, Clive Davidson discussed the integration of ALM and ERM technology. Here, in a second article, he profiles the firms that have tackled this project and reviews the challenges, advantages and pitfalls of the integration…
RiskNews review
October’s leading stories from RiskNews. Breaking news on derivatives and risk management, see RiskNews – www.RiskNews.net
Super-senior risk buyer’s role seen as vital in managed synthetics
The future growth in managed synthetic collateralised debt obligation (CDO) deal-flow is dependent on the willingness of counterparties to sell super-senior risk protection to CDOs, said Jeff Huffman, a London-based executive director in Goldman Sachs’…
Credit risk systems: Getting the risk right
The requirements of the new Basel Accord are prompting some banks in Asia to begin implementing sophisticated credit systems, but there are still some obstacles to overcome.
iBoxx unveils range of liquid indices
Credit tech
Global credit risk management: a business necessity
Sponsor's statement
Implementing Basel II: the practical implications
180 risk professionals gathered in London last month to discuss the practical implications of implementing Basel II. National discretion, economic capital models and data collection and consistency were all hot topics at this PRMIA/ISDA-hosted event.
Getting the risk right
Credit risk systems
Pondering structural change
Alternative investing systems
Correlation and credit risk
Active development of full credit portfolio modelling continues apace, even though it is not recognised in the proposed Basel II framework.
Job moves
QUOTE OF THE MONTH: - “Regulatory fear is creating a lot of uncertainty, and that fear does impact the financial markets” Jennifer Patterson, energy trading manager at Edison Mission Energy in Australia, arguing at the Australia Risk 2002 conference last…