Collateral
Capital concerns
Basel’s proposals for banks involved in the repo markets have caused widespread dismay. As a result, trade organisations around the world are petitioning the committee for a wholesale rethink.
Credit, collateral, capital
Christine Stanschus and Michael Clarke examine the potential impact on collateralisation of the proposed new Basel Capital Accord, and outline the top five things that collateral managers should do to gain maximum regulatory capital benefits.
Weighting for risk
Basel II
Modelling default correlation
Credit risk
Do we need a broader definition of op risk?
A definition of op risk should embrace the linkages with market and credit risk, argues Ken Swenson.
Calculating with counterparties
Masterclass – with JP Morgan
Haircuts for hedge funds
Collateral
CBOT Ramps Up Its Hits Swaps Processing Service
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