Technology
Amro launches electronic Swiss franc swaps platform
ABN Amro has launched an electronic Swiss franc interest rate swaps trading platform on Bloomberg.
Asia’s op risk quantification challenge
Asia’s regional regulators have mixed opinions when it comes to operational risk, finds Ellen Davis
A Cleaner Act for Credit Derivatives
As credit volumes have increased, firms must grapple with price transparency and operational risk.
Risk and responsibility
A growing number of banks are producing sustainability reports detailing their environmental and socially responsible initiatives. Is this just slick PR or has sustainability become an important risk management consideration? Clive Davidson investigates
Leading the pack
Nordic banks are well ahead with their Basel II programmes compared with their international peers. But there are concerns about home regulator rules and advanced credit risk data requirements. Laurence Neville reports
GFI, Icap and Tullett collaborate with DTCC on credit derivatives
Inter-dealer brokers GFI, Icap and Tullett Prebon have come together to launch what they call a 'multi-broker electronic checkout service' in conjunction with the Depositary Trust & Clearing Corporation (DTCC). Initially deployed as a one-year pilot…
Sponsor's article> SunGard Acquires ERisk Holdings, Inc. to offer Enhanced Economic Capital Management
BOSTON, MA – November 14, 2005– SunGard today announced that it has acquired ERisk Holdings, Inc., a leading provider of economic capital management software and risk consulting services to financial institutions. The transaction, the terms of which have…
Capital modelling: Correlations in ESGs
Hoping to gain a competitive edge, leading life companies are demanding more control of their capital calculations, but can their ESG suppliers keep up with the demand?
Markit unveils European ABS pricing service
UK data services provider Markit has launched a same-day pricing service for European asset-backed securities (ABS).
More IT for MiFID
MiFID's success hinges on IT prospects, write Choongo Moonga and Phil Craig . But many in the industry are balking at the costs involved
La Fayette picks Riskdata for fund of hedge funds
La Fayette Investment Management will use Riskdata's FOFiX software to manage risk for its funds of hedge funds.
Do funds of hedge funds really add value for investors?
academic paper
Leading the pack
Basel II
Carbon complexities
The EU ETS adds price complexity to European energy markets and the trend towards pan-European markets means far more complex models will be needed to model carbon risk, writes Bjorn Brochmann
Regulating Germany
Matthias Kurth was appointed Germany's first energy regulator in June of this year. The decisions he makes as the new Federal Network Agency president will be felt throughout European energy markets. He speaks to Oliver Holtaway
Congestion charges
As the US' premier regional transmission organisation, PJM Interconnection's pricing and transmission congestion models must be foolproof. Sandy Fielden describes how they work and the associated risk management mechanisms available to participants
A matter of principal
Developing term structure models can be tricky, as unknown factors and non-observable variables can affect futures prices. But principal components analysis is useful in tackling these problems. Here, Delphine Lautier uses PCA to pin down price movements…
Winner: Neiman Marcus
Credit 's monthly roundup of the most innovative financing solutions. This month Neiman Marcus, Telecom Italia and Axa's Capella CDO win the accolades. Interviews and analysis by Nadia Damouni
Technology news
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