Discounted cashflow
A practical challenge for collateral optimisation
Collateral conundrum
Multi-currency CSA chaos behind push to standardised CSA
The evolution of swap pricing
Isda working group to draw up new, standardised CSA
Derivatives market set for shake-up as confusion over how to price multi-currency CSA trades drives a push towards a standardised collateral agreement
Quant of the year: Vladimir Piterbarg, Barclays Capital
Risk awards 2011
Japanese banks: Turning up the heat
Japan's banks have faced a gruelling few months in the run-up to the fiscal year-end, with a plunge in equity prices putting severe pressure on capital ratios. But a further crisis may be just around the corner, writes Nick Sawyer.
New supervisory rules trigger alarm in Japanese banking system
The impact of a rigorous new Japanese bank inspection system is causing alarm at the country's banks, with many scrambling to shore-up fragile financial reserves ahead of its implementation in the next couple of months.